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 | 0,47% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 74 224 | 74 224 | 158 301 CHF | 159 049 CHF | 99,07% | 99,07% |
14/08/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 75 000 | 75 000 | 73 652 | 73 652 | 151 710 CHF | 152 457 CHF | 98,68% | 98,68% |
13/08/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 503 CHF | 147 253 CHF | 97,00% | 97,00% |
12/08/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 147 356 CHF | 148 106 CHF | 100,00% | 100,00% |
09/08/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 029 CHF | 144 779 CHF | 98,82% | 98,82% |
08/08/2024 | 0,63% | 1,85 CHF | 1,86 CHF | 75 000 | 75 000 | 69 932 | 69 932 | 124 636 CHF | 125 383 CHF | 92,84% | 92,84% |
07/08/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 302 CHF | 136 052 CHF | 98,58% | 98,58% |
06/08/2024 | 0,72% | 1,69 CHF | 1,70 CHF | 75 000 | 75 000 | 64 606 | 64 606 | 108 154 CHF | 108 907 CHF | 98,51% | 98,51% |
02/08/2024 | 1,35% | 1,80 CHF | 1,83 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 245 CHF | 38 681 CHF | 98,11% | 98,11% |
31/07/2024 | 0,49% | 2,23 CHF | 2,24 CHF | 75 000 | 75 000 | 70 782 | 70 782 | 158 544 CHF | 159 300 CHF | 30,64% | 30,64% |