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 | 0,93% | 2,35 CHF | 2,37 CHF | 48 700 | 48 700 | 48 910 | 48 910 | 105 404 CHF | 106 382 CHF | 99,98% | 99,98% |
14/08/2024 | 0,95% | 2,02 CHF | 2,04 CHF | 49 000 | 49 000 | 48 770 | 48 770 | 102 354 CHF | 103 329 CHF | 98,43% | 98,43% |
13/08/2024 | 0,95% | 2,09 CHF | 2,11 CHF | 48 700 | 48 700 | 48 776 | 48 776 | 101 961 CHF | 102 936 CHF | 100,00% | 100,00% |
12/08/2024 | 0,93% | 2,20 CHF | 2,22 CHF | 48 800 | 48 800 | 50 301 | 50 301 | 107 214 CHF | 108 220 CHF | 98,67% | 98,67% |
09/08/2024 | 0,98% | 2,01 CHF | 2,03 CHF | 50 800 | 50 800 | 51 107 | 51 107 | 103 896 CHF | 104 918 CHF | 99,91% | 99,91% |
08/08/2024 | 1,01% | 2,06 CHF | 2,08 CHF | 51 200 | 51 200 | 50 654 | 50 654 | 100 309 CHF | 101 322 CHF | 99,88% | 99,88% |
07/08/2024 | 1,01% | 2,06 CHF | 2,08 CHF | 50 500 | 50 500 | 52 482 | 52 482 | 103 349 CHF | 104 399 CHF | 99,93% | 99,93% |
06/08/2024 | 1,05% | 1,92 CHF | 1,94 CHF | 53 100 | 53 100 | 52 265 | 52 265 | 99 221 CHF | 100 266 CHF | 99,78% | 99,78% |
02/08/2024 | 1,19% | 2,30 CHF | 2,33 CHF | 42 400 | 42 400 | 42 172 | 42 172 | 105 337 CHF | 106 602 CHF | 99,75% | 99,75% |
30/07/2024 | 0,89% | 2,42 CHF | 2,45 CHF | 44 300 | 44 300 | 45 928 | 45 928 | 110 657 CHF | 111 649 CHF | 99,99% | 99,99% |