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 | 0,45% | 2,41 CHF | 2,42 CHF | 158 000 | 158 000 | 70 096 | 70 096 | 161 388 CHF | 162 090 CHF | 99,88% | 99,88% |
14/08/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 166 000 | 166 000 | 69 053 | 69 053 | 150 683 CHF | 151 375 CHF | 99,69% | 99,69% |
13/08/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 166 000 | 166 000 | 72 640 | 72 640 | 152 916 CHF | 153 644 CHF | 99,47% | 99,47% |
12/08/2024 | 0,52% | 2,06 CHF | 2,07 CHF | 168 000 | 168 000 | 74 030 | 74 030 | 147 158 CHF | 147 900 CHF | 99,01% | 99,01% |
09/08/2024 | 0,51% | 1,89 CHF | 1,90 CHF | 174 000 | 174 000 | 74 346 | 74 346 | 145 540 CHF | 146 285 CHF | 97,29% | 97,29% |
08/08/2024 | 0,58% | 1,89 CHF | 1,90 CHF | 172 000 | 172 000 | 76 896 | 76 896 | 136 846 CHF | 137 616 CHF | 99,90% | 99,90% |
07/08/2024 | 0,55% | 1,95 CHF | 1,96 CHF | 172 000 | 172 000 | 76 732 | 76 732 | 144 037 CHF | 144 806 CHF | 97,18% | 97,18% |
06/08/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 178 000 | 178 000 | 74 105 | 74 105 | 139 945 CHF | 140 736 CHF | 99,28% | 99,28% |
02/08/2024 | 0,58% | 1,98 CHF | 1,99 CHF | 172 000 | 172 000 | 73 321 | 73 321 | 138 809 CHF | 139 564 CHF | 96,08% | 96,08% |
30/07/2024 | 0,46% | 2,08 CHF | 2,09 CHF | 166 000 | 166 000 | 70 231 | 70 231 | 156 245 CHF | 156 949 CHF | 99,99% | 99,99% |