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% | 2,05 CHF | 2,06 CHF | 52 000 | 52 000 | 52 645 | 52 645 | 105 819 CHF | 106 346 CHF | 99,99% | 99,99% |
14/08/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 103 857 CHF | 104 387 CHF | 99,26% | 99,26% |
13/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 53 000 | 53 000 | 53 429 | 53 429 | 102 369 CHF | 102 903 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 53 000 | 53 000 | 52 966 | 52 966 | 102 544 CHF | 103 074 CHF | 99,23% | 99,23% |
09/08/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 54 000 | 54 000 | 53 350 | 53 350 | 103 941 CHF | 104 475 CHF | 99,99% | 99,99% |
08/08/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 54 000 | 54 000 | 53 996 | 53 996 | 101 896 CHF | 102 436 CHF | 99,90% | 99,90% |
07/08/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 53 000 | 53 000 | 53 708 | 53 708 | 103 475 CHF | 104 012 CHF | 99,98% | 99,98% |
06/08/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 56 000 | 56 000 | 55 352 | 55 352 | 99 007 CHF | 99 561 CHF | 99,83% | 99,83% |
02/08/2024 | 0,50% | 1,90 CHF | 1,91 CHF | 54 000 | 54 000 | 53 035 | 53 035 | 105 864 CHF | 106 395 CHF | 99,78% | 99,78% |
30/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 49 000 | 49 000 | 48 971 | 48 971 | 119 335 CHF | 119 825 CHF | 100,00% | 100,00% |