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 | 0,44% | 2,40 CHF | 2,41 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 172 289 CHF | 173 038 CHF | 99,07% | 99,07% |
14/08/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 165 548 CHF | 166 300 CHF | 98,82% | 98,82% |
13/08/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 160 605 CHF | 161 355 CHF | 97,07% | 97,07% |
12/08/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 417 CHF | 162 167 CHF | 100,00% | 100,00% |
09/08/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 158 230 CHF | 158 980 CHF | 100,00% | 100,00% |
08/08/2024 | 0,56% | 2,04 CHF | 2,05 CHF | 75 000 | 75 000 | 70 180 | 70 180 | 138 485 CHF | 139 227 CHF | 97,66% | 97,66% |
07/08/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 528 CHF | 150 278 CHF | 99,31% | 99,31% |
06/08/2024 | 0,69% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 64 578 | 64 578 | 120 348 CHF | 121 136 CHF | 98,09% | 98,09% |
02/08/2024 | 1,30% | 1,99 CHF | 2,01 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 833 CHF | 42 438 CHF | 98,95% | 98,95% |
31/07/2024 | 0,45% | 2,42 CHF | 2,43 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 171 867 CHF | 172 625 CHF | 30,64% | 30,64% |