Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 146 784 CHF | 147 344 CHF | 99,99% | 99,99% |
14/08/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 141 938 CHF | 142 500 CHF | 99,26% | 99,26% |
13/08/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 143 060 CHF | 143 640 CHF | 100,00% | 100,00% |
12/08/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 58 000 | 58 000 | 57 844 | 57 844 | 144 264 CHF | 144 843 CHF | 98,83% | 98,83% |
09/08/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 141 384 CHF | 141 964 CHF | 99,99% | 99,99% |
08/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 58 000 | 58 000 | 58 685 | 58 685 | 138 229 CHF | 138 816 CHF | 99,91% | 99,91% |
07/08/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 137 886 CHF | 138 470 CHF | 99,98% | 99,98% |
06/08/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 136 625 CHF | 137 225 CHF | 99,86% | 99,86% |
02/08/2024 | 0,40% | 2,41 CHF | 2,42 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 143 014 CHF | 143 594 CHF | 99,86% | 99,86% |
31/07/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 56 000 | 56 000 | 55 684 | 55 684 | 150 080 CHF | 150 637 CHF | 36,80% | 36,80% |