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 | 0,50% | 2,02 CHF | 2,03 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 236 740 CHF | 237 935 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 120 000 | 120 000 | 121 151 | 121 151 | 230 771 CHF | 231 982 CHF | 99,26% | 99,26% |
13/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 232 914 CHF | 234 159 CHF | 100,00% | 100,00% |
12/08/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 232 912 CHF | 234 157 CHF | 99,24% | 99,24% |
09/08/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 125 000 | 125 000 | 124 484 | 124 484 | 228 682 CHF | 229 927 CHF | 99,93% | 99,93% |
08/08/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 125 000 | 125 000 | 124 490 | 124 490 | 223 712 CHF | 224 957 CHF | 99,98% | 99,98% |
07/08/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 125 000 | 125 000 | 128 917 | 128 917 | 220 015 CHF | 221 304 CHF | 99,99% | 99,99% |
06/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 130 000 | 130 000 | 129 886 | 129 886 | 211 899 CHF | 213 198 CHF | 99,90% | 99,90% |
02/08/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 130 000 | 130 000 | 124 661 | 124 661 | 222 480 CHF | 223 726 CHF | 99,88% | 99,88% |
30/07/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 238 027 CHF | 239 222 CHF | 100,00% | 100,00% |