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% | 2,07 CHF | 2,08 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 106 875 CHF | 107 401 CHF | 99,98% | 99,98% |
14/08/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 104 977 CHF | 105 507 CHF | 99,27% | 99,27% |
13/08/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 103 470 CHF | 104 005 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 103 649 CHF | 104 179 CHF | 99,23% | 99,23% |
09/08/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 105 041 CHF | 105 575 CHF | 99,99% | 99,99% |
08/08/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 103 000 CHF | 103 540 CHF | 99,94% | 99,94% |
07/08/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 104 580 CHF | 105 117 CHF | 99,97% | 99,97% |
06/08/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 56 000 | 56 000 | 55 352 | 55 352 | 100 058 CHF | 100 611 CHF | 99,81% | 99,81% |
02/08/2024 | 0,49% | 1,92 CHF | 1,93 CHF | 54 000 | 54 000 | 53 035 | 53 035 | 106 966 CHF | 107 496 CHF | 99,76% | 99,76% |
30/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 120 429 CHF | 120 918 CHF | 99,99% | 99,99% |