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% | 2,87 CHF | 2,88 CHF | 158 000 | 158 000 | 70 094 | 70 094 | 193 678 CHF | 194 380 CHF | 99,88% | 99,88% |
14/08/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 166 000 | 166 000 | 69 069 | 69 069 | 182 351 CHF | 183 043 CHF | 99,67% | 99,67% |
13/08/2024 | 0,40% | 2,59 CHF | 2,60 CHF | 166 000 | 166 000 | 72 640 | 72 640 | 186 242 CHF | 186 970 CHF | 99,46% | 99,46% |
12/08/2024 | 0,42% | 2,52 CHF | 2,53 CHF | 168 000 | 168 000 | 74 021 | 74 021 | 181 195 CHF | 181 938 CHF | 98,99% | 98,99% |
09/08/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 174 000 | 174 000 | 74 240 | 74 240 | 179 342 CHF | 180 086 CHF | 97,80% | 97,80% |
08/08/2024 | 0,46% | 2,35 CHF | 2,36 CHF | 172 000 | 172 000 | 76 784 | 76 784 | 171 657 CHF | 172 426 CHF | 99,78% | 99,78% |
07/08/2024 | 0,44% | 2,41 CHF | 2,42 CHF | 172 000 | 172 000 | 76 729 | 76 729 | 178 992 CHF | 179 760 CHF | 97,29% | 97,29% |
06/08/2024 | 0,48% | 2,22 CHF | 2,23 CHF | 178 000 | 178 000 | 74 094 | 74 094 | 173 334 CHF | 174 125 CHF | 99,25% | 99,25% |
02/08/2024 | 0,46% | 2,44 CHF | 2,45 CHF | 172 000 | 172 000 | 73 161 | 73 161 | 171 915 CHF | 172 668 CHF | 95,88% | 95,88% |
30/07/2024 | 0,38% | 2,55 CHF | 2,56 CHF | 166 000 | 166 000 | 70 229 | 70 229 | 189 029 CHF | 189 733 CHF | 99,99% | 99,99% |