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 | 0,39% | 2,60 CHF | 2,61 CHF | 260 000 | 260 000 | 89 911 | 89 911 | 235 492 CHF | 236 392 CHF | 99,89% | 99,89% |
14/08/2024 | 0,42% | 2,53 CHF | 2,54 CHF | 260 000 | 260 000 | 91 830 | 91 830 | 228 284 CHF | 229 204 CHF | 99,72% | 99,72% |
13/08/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 270 000 | 270 000 | 93 670 | 93 670 | 220 963 CHF | 221 901 CHF | 100,00% | 100,00% |
12/08/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 270 000 | 270 000 | 93 883 | 93 883 | 218 412 CHF | 219 354 CHF | 99,02% | 99,02% |
09/08/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 270 000 | 270 000 | 96 386 | 96 386 | 220 228 CHF | 221 193 CHF | 97,83% | 97,83% |
08/08/2024 | 0,48% | 2,25 CHF | 2,26 CHF | 280 000 | 280 000 | 98 100 | 98 100 | 214 946 CHF | 215 928 CHF | 99,98% | 99,98% |
07/08/2024 | 0,47% | 2,28 CHF | 2,29 CHF | 280 000 | 280 000 | 96 977 | 96 977 | 215 167 CHF | 216 138 CHF | 99,82% | 99,82% |
06/08/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 290 000 | 290 000 | 99 633 | 99 633 | 203 741 CHF | 204 738 CHF | 99,68% | 99,68% |
02/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 290 000 | 290 000 | 96 315 | 96 315 | 208 644 CHF | 209 608 CHF | 99,69% | 99,69% |
30/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 270 000 | 270 000 | 93 667 | 93 667 | 220 179 CHF | 221 117 CHF | 100,00% | 100,00% |