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 | 0,49% | 2,12 CHF | 2,13 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 152 004 CHF | 152 753 CHF | 99,07% | 99,07% |
14/08/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 73 654 | 73 654 | 145 314 CHF | 146 061 CHF | 98,83% | 98,83% |
13/08/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 974 CHF | 140 724 CHF | 97,08% | 97,08% |
12/08/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 140 979 CHF | 141 729 CHF | 99,61% | 99,61% |
09/08/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 640 CHF | 138 390 CHF | 99,87% | 99,87% |
08/08/2024 | 0,65% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 70 161 | 70 161 | 119 108 CHF | 119 849 CHF | 97,28% | 97,28% |
07/08/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 128 931 CHF | 129 681 CHF | 99,70% | 99,70% |
06/08/2024 | 0,80% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 64 616 | 64 616 | 102 635 CHF | 103 416 CHF | 98,23% | 98,23% |
02/08/2024 | 1,51% | 1,71 CHF | 1,74 CHF | 30 000 | 20 000 | 30 106 | 20 000 | 54 816 CHF | 36 979 CHF | 98,30% | 98,30% |
31/07/2024 | 0,49% | 2,15 CHF | 2,16 CHF | 75 000 | 75 000 | 70 771 | 70 771 | 152 487 CHF | 153 221 CHF | 30,56% | 30,56% |