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% | 2,60 CHF | 2,61 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 187 710 CHF | 188 461 CHF | 99,06% | 99,06% |
14/08/2024 | 0,42% | 2,48 CHF | 2,49 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 180 775 CHF | 181 522 CHF | 98,83% | 98,83% |
13/08/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 083 CHF | 176 833 CHF | 96,19% | 96,19% |
12/08/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 979 CHF | 177 729 CHF | 99,61% | 99,61% |
09/08/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 173 640 CHF | 174 390 CHF | 99,87% | 99,87% |
08/08/2024 | 0,51% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 70 159 | 70 159 | 152 909 CHF | 153 655 CHF | 97,22% | 97,22% |
07/08/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 967 CHF | 165 717 CHF | 100,00% | 100,00% |
06/08/2024 | 0,61% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 64 600 | 64 600 | 133 616 CHF | 134 397 CHF | 98,41% | 98,41% |
02/08/2024 | 1,13% | 2,19 CHF | 2,22 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 69 061 CHF | 46 565 CHF | 98,83% | 98,83% |
31/07/2024 | 0,40% | 2,63 CHF | 2,64 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 186 492 CHF | 187 228 CHF | 30,64% | 30,64% |