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 | 0,39% | 2,60 CHF | 2,61 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 332 655 CHF | 333 955 CHF | 99,98% | 99,98% |
14/08/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 327 847 CHF | 329 147 CHF | 99,27% | 99,27% |
13/08/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 319 360 CHF | 320 660 CHF | 100,00% | 100,00% |
12/08/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 316 781 CHF | 318 081 CHF | 99,29% | 99,29% |
09/08/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 314 356 CHF | 315 656 CHF | 99,97% | 99,97% |
08/08/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 130 000 | 130 000 | 136 016 | 136 016 | 317 213 CHF | 318 573 CHF | 99,95% | 99,95% |
07/08/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 130 000 | 130 000 | 131 889 | 131 889 | 309 558 CHF | 310 877 CHF | 99,95% | 99,95% |
06/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 312 894 CHF | 314 294 CHF | 99,82% | 99,82% |
02/08/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 140 000 | 140 000 | 130 218 | 130 218 | 312 871 CHF | 314 174 CHF | 99,83% | 99,83% |
31/07/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 329 656 CHF | 330 856 CHF | 39,25% | 39,25% |