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% | 2,71 CHF | 2,72 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 195 620 CHF | 196 368 CHF | 99,04% | 99,04% |
14/08/2024 | 0,40% | 2,59 CHF | 2,60 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 188 725 CHF | 189 469 CHF | 98,83% | 98,83% |
13/08/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 184 130 CHF | 184 880 CHF | 95,08% | 95,08% |
12/08/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 185 026 CHF | 185 776 CHF | 100,00% | 100,00% |
09/08/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 646 CHF | 182 396 CHF | 97,83% | 97,83% |
08/08/2024 | 0,48% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 70 135 | 70 135 | 160 233 CHF | 160 975 CHF | 95,70% | 95,70% |
07/08/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 981 CHF | 173 731 CHF | 99,74% | 99,74% |
06/08/2024 | 0,59% | 2,20 CHF | 2,21 CHF | 75 000 | 75 000 | 64 536 | 64 536 | 140 396 CHF | 141 181 CHF | 97,09% | 97,09% |
02/08/2024 | 1,09% | 2,30 CHF | 2,33 CHF | 30 000 | 20 000 | 29 900 | 20 000 | 72 005 CHF | 48 695 CHF | 98,70% | 98,70% |
31/07/2024 | 0,39% | 2,74 CHF | 2,75 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 194 094 CHF | 194 841 CHF | 30,64% | 30,64% |