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% | 2,31 CHF | 2,32 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 166 106 CHF | 166 857 CHF | 99,06% | 99,06% |
14/08/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 159 415 CHF | 160 163 CHF | 98,83% | 98,83% |
13/08/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 154 370 CHF | 155 120 CHF | 96,19% | 96,19% |
12/08/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 276 CHF | 156 026 CHF | 99,94% | 99,94% |
09/08/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 152 058 CHF | 152 808 CHF | 98,55% | 98,55% |
08/08/2024 | 0,59% | 1,96 CHF | 1,97 CHF | 75 000 | 75 000 | 70 159 | 70 159 | 132 563 CHF | 133 309 CHF | 97,22% | 97,22% |
07/08/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 340 CHF | 144 090 CHF | 100,00% | 100,00% |
06/08/2024 | 0,69% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 64 525 | 64 525 | 114 875 CHF | 115 641 CHF | 97,17% | 97,17% |
02/08/2024 | 1,30% | 1,90 CHF | 1,93 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 362 CHF | 40 766 CHF | 98,83% | 98,83% |
31/07/2024 | 0,45% | 2,34 CHF | 2,35 CHF | 75 000 | 75 000 | 70 771 | 70 771 | 165 937 CHF | 166 678 CHF | 30,56% | 30,56% |