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 | 0,47% | 2,16 CHF | 2,17 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 117 969 CHF | 118 529 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 113 080 CHF | 113 642 CHF | 99,25% | 99,25% |
13/08/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 113 257 CHF | 113 837 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 58 000 | 58 000 | 57 843 | 57 843 | 114 529 CHF | 115 108 CHF | 98,83% | 98,83% |
09/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 111 567 CHF | 112 147 CHF | 99,98% | 99,98% |
08/08/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 58 000 | 58 000 | 58 684 | 58 684 | 108 093 CHF | 108 680 CHF | 99,97% | 99,97% |
07/08/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 107 864 CHF | 108 448 CHF | 99,97% | 99,97% |
06/08/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 105 812 CHF | 106 412 CHF | 99,79% | 99,79% |
02/08/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 113 279 CHF | 113 859 CHF | 99,89% | 99,89% |
31/07/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 56 000 | 56 000 | 55 684 | 55 684 | 121 518 CHF | 122 074 CHF | 36,80% | 36,80% |