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 | 0,37% | 2,72 CHF | 2,73 CHF | 142 000 | 142 000 | 78 683 | 78 683 | 214 311 CHF | 215 100 CHF | 97,89% | 97,89% |
14/08/2024 | 0,37% | 2,62 CHF | 2,63 CHF | 144 000 | 144 000 | 78 479 | 78 479 | 215 144 CHF | 215 931 CHF | 99,10% | 99,10% |
13/08/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 140 000 | 140 000 | 77 140 | 77 140 | 219 636 CHF | 220 409 CHF | 99,99% | 99,99% |
12/08/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 140 000 | 140 000 | 76 910 | 76 910 | 220 631 CHF | 221 403 CHF | 99,90% | 99,90% |
09/08/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 144 000 | 144 000 | 77 292 | 77 292 | 212 774 CHF | 213 551 CHF | 99,49% | 99,49% |
08/08/2024 | 0,38% | 2,80 CHF | 2,81 CHF | 140 000 | 140 000 | 78 761 | 78 761 | 213 714 CHF | 214 504 CHF | 99,82% | 99,82% |
07/08/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 142 000 | 142 000 | 77 754 | 77 754 | 214 133 CHF | 214 912 CHF | 99,49% | 99,49% |
06/08/2024 | 0,43% | 2,62 CHF | 2,63 CHF | 146 000 | 146 000 | 80 412 | 80 412 | 212 048 CHF | 212 931 CHF | 99,19% | 99,19% |
02/08/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 140 000 | 140 000 | 75 889 | 75 889 | 229 433 CHF | 230 196 CHF | 97,97% | 97,97% |
30/07/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 132 000 | 132 000 | 72 550 | 72 550 | 233 634 CHF | 234 361 CHF | 99,49% | 99,49% |