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 | 0,42% | 2,40 CHF | 2,41 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 124 213 CHF | 124 739 CHF | 99,98% | 99,98% |
14/08/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 122 358 CHF | 122 888 CHF | 99,27% | 99,27% |
13/08/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 120 893 CHF | 121 427 CHF | 100,00% | 100,00% |
12/08/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 120 901 CHF | 121 431 CHF | 99,25% | 99,25% |
09/08/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 122 339 CHF | 122 873 CHF | 99,97% | 99,97% |
08/08/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 120 449 CHF | 120 989 CHF | 99,87% | 99,87% |
07/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 121 946 CHF | 122 483 CHF | 99,98% | 99,98% |
06/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 56 000 | 56 000 | 55 352 | 55 352 | 117 812 CHF | 118 366 CHF | 99,77% | 99,77% |
02/08/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 54 000 | 54 000 | 53 036 | 53 036 | 124 089 CHF | 124 619 CHF | 99,88% | 99,88% |
30/07/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 136 526 CHF | 137 016 CHF | 100,00% | 100,00% |