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 | 0,38% | 2,69 CHF | 2,70 CHF | 260 000 | 260 000 | 89 893 | 89 893 | 244 198 CHF | 245 098 CHF | 99,88% | 99,88% |
14/08/2024 | 0,40% | 2,63 CHF | 2,64 CHF | 260 000 | 260 000 | 91 831 | 91 831 | 237 174 CHF | 238 094 CHF | 99,72% | 99,72% |
13/08/2024 | 0,42% | 2,50 CHF | 2,51 CHF | 270 000 | 270 000 | 93 654 | 93 654 | 229 966 CHF | 230 904 CHF | 99,99% | 99,99% |
12/08/2024 | 0,42% | 2,45 CHF | 2,46 CHF | 270 000 | 270 000 | 93 881 | 93 881 | 227 519 CHF | 228 461 CHF | 99,02% | 99,02% |
09/08/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 270 000 | 270 000 | 96 394 | 96 394 | 229 584 CHF | 230 549 CHF | 97,93% | 97,93% |
08/08/2024 | 0,46% | 2,34 CHF | 2,35 CHF | 280 000 | 280 000 | 97 926 | 97 926 | 223 962 CHF | 224 942 CHF | 99,89% | 99,89% |
07/08/2024 | 0,45% | 2,38 CHF | 2,39 CHF | 280 000 | 280 000 | 96 896 | 96 896 | 224 285 CHF | 225 256 CHF | 99,95% | 99,95% |
06/08/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 290 000 | 290 000 | 99 751 | 99 751 | 213 422 CHF | 214 421 CHF | 99,74% | 99,74% |
02/08/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 290 000 | 290 000 | 96 366 | 96 366 | 217 985 CHF | 218 950 CHF | 99,72% | 99,72% |
30/07/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 270 000 | 270 000 | 93 669 | 93 669 | 229 397 CHF | 230 335 CHF | 100,00% | 100,00% |