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 | 0,38% | 2,64 CHF | 2,65 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 337 512 CHF | 338 812 CHF | 99,99% | 99,99% |
14/08/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 332 725 CHF | 334 025 CHF | 99,27% | 99,27% |
13/08/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 324 176 CHF | 325 476 CHF | 100,00% | 100,00% |
12/08/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 321 635 CHF | 322 935 CHF | 98,52% | 98,52% |
09/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 319 146 CHF | 320 446 CHF | 100,00% | 100,00% |
08/08/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 130 000 | 130 000 | 136 020 | 136 020 | 322 178 CHF | 323 538 CHF | 99,89% | 99,89% |
07/08/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 130 000 | 130 000 | 131 886 | 131 886 | 314 364 CHF | 315 683 CHF | 99,96% | 99,96% |
06/08/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 317 957 CHF | 319 357 CHF | 99,86% | 99,86% |
02/08/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 140 000 | 140 000 | 130 224 | 130 224 | 317 685 CHF | 318 987 CHF | 99,80% | 99,80% |
31/07/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 334 267 CHF | 335 467 CHF | 39,24% | 39,24% |