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% | 2,52 CHF | 2,53 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 322 878 CHF | 324 178 CHF | 99,98% | 99,98% |
14/08/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 318 317 CHF | 319 617 CHF | 99,26% | 99,26% |
13/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 309 724 CHF | 311 024 CHF | 100,00% | 100,00% |
12/08/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 307 113 CHF | 308 413 CHF | 98,53% | 98,53% |
09/08/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 304 603 CHF | 305 903 CHF | 99,98% | 99,98% |
08/08/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 130 000 | 130 000 | 136 018 | 136 018 | 307 051 CHF | 308 411 CHF | 99,91% | 99,91% |
07/08/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 130 000 | 130 000 | 131 888 | 131 888 | 299 726 CHF | 301 045 CHF | 99,95% | 99,95% |
06/08/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 302 268 CHF | 303 668 CHF | 99,87% | 99,87% |
02/08/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 140 000 | 140 000 | 130 219 | 130 219 | 303 227 CHF | 304 529 CHF | 99,72% | 99,72% |
31/07/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 320 966 CHF | 322 166 CHF | 39,24% | 39,24% |