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 | 0,76% | 2,71 CHF | 2,73 CHF | 17 000 | 17 000 | 17 657 | 17 657 | 46 472 CHF | 46 825 CHF | 100,00% | 100,00% |
14/08/2024 | 0,78% | 2,58 CHF | 2,60 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 46 093 CHF | 46 453 CHF | 99,26% | 99,26% |
13/08/2024 | 0,81% | 2,50 CHF | 2,52 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 44 182 CHF | 44 542 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 2,46 CHF | 2,48 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 44 376 CHF | 44 736 CHF | 98,81% | 98,81% |
09/08/2024 | 0,82% | 2,41 CHF | 2,43 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 43 593 CHF | 43 953 CHF | 99,97% | 99,97% |
08/08/2024 | 0,87% | 2,35 CHF | 2,37 CHF | 18 000 | 18 000 | 18 713 | 18 713 | 42 773 CHF | 43 148 CHF | 99,94% | 99,94% |
07/08/2024 | 0,86% | 2,38 CHF | 2,40 CHF | 18 000 | 18 000 | 18 534 | 18 534 | 42 740 CHF | 43 111 CHF | 99,97% | 99,97% |
06/08/2024 | 0,91% | 2,19 CHF | 2,21 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 41 381 CHF | 41 761 CHF | 99,86% | 99,86% |
02/08/2024 | 0,83% | 2,31 CHF | 2,33 CHF | 19 000 | 19 000 | 18 172 | 18 172 | 43 820 CHF | 44 183 CHF | 99,88% | 99,88% |
31/07/2024 | 0,73% | 2,73 CHF | 2,75 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 46 459 CHF | 46 799 CHF | 36,80% | 36,80% |