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 | 0,43% | 2,34 CHF | 2,35 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 274 541 CHF | 275 736 CHF | 100,00% | 100,00% |
14/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 120 000 | 120 000 | 121 150 | 121 150 | 268 978 CHF | 270 190 CHF | 99,27% | 99,27% |
13/08/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 272 003 CHF | 273 248 CHF | 100,00% | 100,00% |
12/08/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 125 000 | 125 000 | 124 418 | 124 418 | 272 122 CHF | 273 367 CHF | 99,25% | 99,25% |
09/08/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 125 000 | 125 000 | 124 485 | 124 485 | 267 662 CHF | 268 907 CHF | 99,99% | 99,99% |
08/08/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 125 000 | 125 000 | 124 490 | 124 490 | 262 464 CHF | 263 709 CHF | 99,92% | 99,92% |
07/08/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 125 000 | 125 000 | 128 917 | 128 917 | 260 193 CHF | 261 482 CHF | 99,99% | 99,99% |
06/08/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 130 000 | 130 000 | 129 884 | 129 884 | 252 019 CHF | 253 318 CHF | 99,92% | 99,92% |
02/08/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 130 000 | 130 000 | 124 662 | 124 662 | 261 308 CHF | 262 554 CHF | 99,79% | 99,79% |
30/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 120 000 | 120 000 | 119 505 | 119 505 | 275 987 CHF | 277 182 CHF | 100,00% | 100,00% |