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 | 0,50% | 2,01 CHF | 2,02 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 317 226 CHF | 318 826 CHF | 99,98% | 99,98% |
14/08/2024 | 0,48% | 1,95 CHF | 1,96 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 334 453 CHF | 336 053 CHF | 99,61% | 99,61% |
13/08/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 333 670 CHF | 335 270 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 2,04 CHF | 2,05 CHF | 160 000 | 160 000 | 159 903 | 159 903 | 306 340 CHF | 307 940 CHF | 99,54% | 99,54% |
09/08/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 283 564 CHF | 285 164 CHF | 99,95% | 99,95% |
08/08/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 270 503 CHF | 272 203 CHF | 99,94% | 99,94% |
07/08/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 263 393 CHF | 265 093 CHF | 99,94% | 99,94% |
06/08/2024 | 0,62% | 1,46 CHF | 1,47 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 275 680 CHF | 277 380 CHF | 99,76% | 99,76% |
02/08/2024 | 0,48% | 1,68 CHF | 1,69 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 335 127 CHF | 336 727 CHF | 99,67% | 99,67% |
30/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 262 335 CHF | 264 035 CHF | 99,48% | 99,48% |