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 | 0,33% | 3,07 CHF | 3,08 CHF | 260 000 | 260 000 | 89 919 | 89 919 | 277 876 CHF | 278 776 CHF | 99,89% | 99,89% |
14/08/2024 | 0,35% | 3,00 CHF | 3,01 CHF | 260 000 | 260 000 | 91 827 | 91 827 | 271 225 CHF | 272 145 CHF | 99,73% | 99,73% |
13/08/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 270 000 | 270 000 | 93 664 | 93 664 | 264 850 CHF | 265 787 CHF | 99,98% | 99,98% |
12/08/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 270 000 | 270 000 | 93 908 | 93 908 | 262 609 CHF | 263 551 CHF | 98,98% | 98,98% |
09/08/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 270 000 | 270 000 | 96 380 | 96 380 | 265 305 CHF | 266 270 CHF | 97,95% | 97,95% |
08/08/2024 | 0,39% | 2,71 CHF | 2,72 CHF | 280 000 | 280 000 | 98 060 | 98 060 | 260 560 CHF | 261 542 CHF | 99,95% | 99,95% |
07/08/2024 | 0,39% | 2,75 CHF | 2,76 CHF | 280 000 | 280 000 | 96 945 | 96 945 | 260 255 CHF | 261 225 CHF | 99,90% | 99,90% |
06/08/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 290 000 | 290 000 | 99 601 | 99 601 | 249 559 CHF | 250 556 CHF | 99,67% | 99,67% |
02/08/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 290 000 | 290 000 | 96 306 | 96 306 | 253 533 CHF | 254 497 CHF | 99,67% | 99,67% |
30/07/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 270 000 | 270 000 | 93 669 | 93 669 | 264 918 CHF | 265 856 CHF | 100,00% | 100,00% |