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 | 0,37% | 2,71 CHF | 2,72 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 346 402 CHF | 347 702 CHF | 99,98% | 99,98% |
14/08/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 341 664 CHF | 342 964 CHF | 99,26% | 99,26% |
13/08/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 333 274 CHF | 334 574 CHF | 100,00% | 100,00% |
12/08/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 330 633 CHF | 331 933 CHF | 99,27% | 99,27% |
09/08/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 328 139 CHF | 329 439 CHF | 99,96% | 99,96% |
08/08/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 130 000 | 130 000 | 136 018 | 136 018 | 331 596 CHF | 332 957 CHF | 99,91% | 99,91% |
07/08/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 130 000 | 130 000 | 131 887 | 131 887 | 323 525 CHF | 324 844 CHF | 99,95% | 99,95% |
06/08/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 327 723 CHF | 329 123 CHF | 99,86% | 99,86% |
02/08/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 140 000 | 140 000 | 130 225 | 130 225 | 326 695 CHF | 327 997 CHF | 99,87% | 99,87% |
31/07/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 342 371 CHF | 343 571 CHF | 39,24% | 39,24% |