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 | 0,41% | 2,44 CHF | 2,45 CHF | 92 000 | 92 000 | 93 239 | 93 239 | 228 731 CHF | 229 663 CHF | 100,00% | 100,00% |
14/08/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 94 000 | 94 000 | 94 437 | 94 437 | 233 872 CHF | 234 817 CHF | 99,69% | 99,69% |
13/08/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 96 000 | 96 000 | 95 795 | 95 795 | 240 059 CHF | 241 017 CHF | 99,74% | 99,74% |
12/08/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 96 000 | 96 000 | 95 316 | 95 316 | 235 606 CHF | 236 560 CHF | 99,20% | 99,20% |
09/08/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 96 000 | 96 000 | 95 207 | 95 207 | 233 460 CHF | 234 412 CHF | 99,99% | 99,99% |
08/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 96 000 | 96 000 | 95 607 | 95 607 | 233 102 CHF | 234 058 CHF | 99,98% | 99,98% |
07/08/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 94 000 | 94 000 | 93 980 | 93 980 | 224 904 CHF | 225 844 CHF | 99,98% | 99,98% |
06/08/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 96 000 | 96 000 | 95 897 | 95 897 | 231 393 CHF | 232 352 CHF | 99,34% | 99,34% |
02/08/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 94 000 | 94 000 | 93 067 | 93 067 | 219 373 CHF | 220 304 CHF | 99,96% | 99,96% |
30/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 90 000 | 90 000 | 89 630 | 89 630 | 210 267 CHF | 211 163 CHF | 100,00% | 100,00% |