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 | 0,49% | 2,09 CHF | 2,10 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 114 168 CHF | 114 728 CHF | 99,99% | 99,99% |
14/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 56 000 | 56 000 | 56 177 | 56 177 | 109 283 CHF | 109 845 CHF | 99,27% | 99,27% |
13/08/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 109 318 CHF | 109 898 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 58 000 | 58 000 | 57 836 | 57 836 | 110 607 CHF | 111 186 CHF | 99,60% | 99,60% |
09/08/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 107 654 CHF | 108 234 CHF | 99,99% | 99,99% |
08/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 58 000 | 58 000 | 58 685 | 58 685 | 104 144 CHF | 104 731 CHF | 99,96% | 99,96% |
07/08/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 58 000 | 58 000 | 58 395 | 58 395 | 103 945 CHF | 104 529 CHF | 99,97% | 99,97% |
06/08/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 101 778 CHF | 102 378 CHF | 99,88% | 99,88% |
02/08/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 109 334 CHF | 109 914 CHF | 99,89% | 99,89% |
31/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 56 000 | 56 000 | 55 683 | 55 683 | 117 673 CHF | 118 229 CHF | 36,81% | 36,81% |