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 | 0,49% | 2,10 CHF | 2,11 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 245 416 CHF | 246 611 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 120 000 | 120 000 | 121 150 | 121 150 | 239 523 CHF | 240 735 CHF | 99,27% | 99,27% |
13/08/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 241 863 CHF | 243 108 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 241 915 CHF | 243 160 CHF | 99,24% | 99,24% |
09/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 237 651 CHF | 238 896 CHF | 99,90% | 99,90% |
08/08/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 125 000 | 125 000 | 124 488 | 124 488 | 232 603 CHF | 233 848 CHF | 99,58% | 99,58% |
07/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 125 000 | 125 000 | 128 912 | 128 912 | 229 262 CHF | 230 551 CHF | 99,52% | 99,52% |
06/08/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 130 000 | 130 000 | 129 877 | 129 877 | 221 131 CHF | 222 430 CHF | 97,94% | 97,94% |
02/08/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 130 000 | 130 000 | 124 653 | 124 653 | 231 419 CHF | 232 666 CHF | 97,58% | 97,58% |
30/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 246 705 CHF | 247 900 CHF | 100,00% | 100,00% |