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 | 0,36% | 2,85 CHF | 2,86 CHF | 260 000 | 260 000 | 89 896 | 89 896 | 258 230 CHF | 259 130 CHF | 99,88% | 99,88% |
14/08/2024 | 0,38% | 2,78 CHF | 2,79 CHF | 260 000 | 260 000 | 91 821 | 91 821 | 251 335 CHF | 252 254 CHF | 99,72% | 99,72% |
13/08/2024 | 0,39% | 2,66 CHF | 2,67 CHF | 270 000 | 270 000 | 93 678 | 93 678 | 244 598 CHF | 245 536 CHF | 99,99% | 99,99% |
12/08/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 270 000 | 270 000 | 93 880 | 93 880 | 242 180 CHF | 243 122 CHF | 98,98% | 98,98% |
09/08/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 270 000 | 270 000 | 96 521 | 96 521 | 244 785 CHF | 245 752 CHF | 97,76% | 97,76% |
08/08/2024 | 0,43% | 2,50 CHF | 2,51 CHF | 280 000 | 280 000 | 98 067 | 98 067 | 239 481 CHF | 240 463 CHF | 99,96% | 99,96% |
07/08/2024 | 0,42% | 2,54 CHF | 2,55 CHF | 280 000 | 280 000 | 97 039 | 97 039 | 239 624 CHF | 240 595 CHF | 99,75% | 99,75% |
06/08/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 290 000 | 290 000 | 99 804 | 99 804 | 228 819 CHF | 229 819 CHF | 99,77% | 99,77% |
02/08/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 290 000 | 290 000 | 96 318 | 96 318 | 232 784 CHF | 233 748 CHF | 99,69% | 99,69% |
30/07/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 270 000 | 270 000 | 93 669 | 93 669 | 244 239 CHF | 245 177 CHF | 100,00% | 100,00% |