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 | 0,48% | 2,13 CHF | 2,14 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 249 262 CHF | 250 458 CHF | 99,99% | 99,99% |
14/08/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 120 000 | 120 000 | 121 150 | 121 150 | 243 412 CHF | 244 624 CHF | 99,25% | 99,25% |
13/08/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 245 833 CHF | 247 078 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 245 927 CHF | 247 172 CHF | 99,23% | 99,23% |
09/08/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 241 603 CHF | 242 848 CHF | 99,99% | 99,99% |
08/08/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 125 000 | 125 000 | 124 490 | 124 490 | 236 544 CHF | 237 789 CHF | 99,98% | 99,98% |
07/08/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 125 000 | 125 000 | 128 918 | 128 918 | 233 367 CHF | 234 656 CHF | 100,00% | 100,00% |
06/08/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 130 000 | 130 000 | 129 883 | 129 883 | 225 196 CHF | 226 494 CHF | 99,90% | 99,90% |
02/08/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 130 000 | 130 000 | 124 661 | 124 661 | 235 316 CHF | 236 562 CHF | 99,88% | 99,88% |
30/07/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 250 568 CHF | 251 763 CHF | 99,99% | 99,99% |