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 | 0,55% | 3,23 CHF | 3,24 CHF | 95 000 | 95 000 | 41 034 | 41 034 | 133 875 CHF | 134 501 CHF | 99,88% | 99,88% |
14/08/2024 | 0,58% | 3,20 CHF | 3,21 CHF | 95 000 | 95 000 | 42 620 | 42 620 | 133 427 CHF | 134 074 CHF | 99,64% | 99,64% |
13/08/2024 | 0,60% | 3,15 CHF | 3,16 CHF | 95 000 | 95 000 | 43 117 | 43 117 | 130 856 CHF | 131 511 CHF | 99,98% | 99,98% |
12/08/2024 | 0,58% | 2,99 CHF | 3,00 CHF | 95 000 | 95 000 | 42 497 | 42 497 | 130 328 CHF | 130 974 CHF | 99,13% | 99,13% |
09/08/2024 | 0,61% | 3,00 CHF | 3,01 CHF | 95 000 | 95 000 | 42 601 | 42 601 | 125 834 CHF | 126 472 CHF | 99,79% | 99,79% |
08/08/2024 | 0,63% | 2,72 CHF | 2,73 CHF | 100 000 | 100 000 | 47 864 | 47 864 | 120 618 CHF | 121 246 CHF | 99,51% | 99,51% |
07/08/2024 | 0,63% | 2,70 CHF | 2,71 CHF | 105 000 | 105 000 | 47 901 | 47 901 | 121 257 CHF | 121 887 CHF | 99,48% | 99,48% |
06/08/2024 | 1,09% | 2,44 CHF | 2,45 CHF | 110 000 | 110 000 | 36 675 | 36 675 | 86 724 CHF | 87 327 CHF | 98,26% | 98,26% |
02/08/2024 | - | 1,98 CHF | - CHF | 120 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,15% |
30/07/2024 | 0,60% | 2,50 CHF | 2,51 CHF | 105 000 | 105 000 | 47 350 | 47 350 | 121 935 CHF | 122 554 CHF | 99,90% | 99,90% |