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 | 0,40% | 2,56 CHF | 2,57 CHF | 84 000 | 84 000 | 84 657 | 84 657 | 212 016 CHF | 212 862 CHF | 100,00% | 100,00% |
14/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 85 000 | 85 000 | 85 453 | 85 453 | 208 571 CHF | 209 425 CHF | 99,69% | 99,69% |
13/08/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 86 000 | 86 000 | 85 865 | 85 865 | 209 332 CHF | 210 191 CHF | 99,74% | 99,74% |
12/08/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 85 000 | 85 000 | 85 143 | 85 143 | 209 975 CHF | 210 827 CHF | 99,20% | 99,20% |
09/08/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 86 000 | 86 000 | 86 299 | 86 299 | 208 359 CHF | 209 222 CHF | 100,00% | 100,00% |
08/08/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 87 000 | 87 000 | 87 751 | 87 751 | 205 879 CHF | 206 756 CHF | 99,98% | 99,98% |
07/08/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 87 000 | 87 000 | 88 021 | 88 021 | 204 818 CHF | 205 698 CHF | 99,99% | 99,99% |
06/08/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 90 000 | 90 000 | 90 952 | 90 952 | 197 459 CHF | 198 369 CHF | 99,85% | 99,85% |
02/08/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 87 000 | 87 000 | 85 965 | 85 965 | 211 667 CHF | 212 527 CHF | 99,87% | 99,87% |
30/07/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 84 000 | 84 000 | 84 002 | 84 002 | 212 517 CHF | 213 357 CHF | 100,00% | 100,00% |