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% | 2,76 CHF | 2,77 CHF | 75 000 | 75 000 | 77 341 | 77 341 | 198 716 CHF | 199 490 CHF | 99,99% | 99,99% |
14/08/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 79 000 | 79 000 | 79 349 | 79 349 | 190 735 CHF | 191 529 CHF | 99,69% | 99,69% |
13/08/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 80 000 | 80 000 | 80 466 | 80 466 | 186 396 CHF | 187 201 CHF | 99,99% | 99,99% |
12/08/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 186 633 CHF | 187 433 CHF | 99,09% | 99,09% |
09/08/2024 | 0,42% | 2,28 CHF | 2,29 CHF | 81 000 | 81 000 | 80 301 | 80 301 | 189 156 CHF | 189 959 CHF | 99,82% | 99,82% |
08/08/2024 | 0,45% | 2,33 CHF | 2,34 CHF | 81 000 | 81 000 | 81 981 | 81 981 | 183 304 CHF | 184 124 CHF | 99,84% | 99,84% |
07/08/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 80 000 | 80 000 | 80 292 | 80 292 | 190 650 CHF | 191 453 CHF | 95,95% | 99,78% |
06/08/2024 | 0,47% | 2,21 CHF | 2,22 CHF | 83 000 | 83 000 | 83 795 | 83 795 | 177 246 CHF | 178 084 CHF | 99,63% | 99,63% |
02/08/2024 | 0,49% | 1,83 CHF | 1,84 CHF | 87 000 | 87 000 | 82 484 | 82 484 | 171 402 CHF | 172 230 CHF | 99,30% | 99,30% |
30/07/2024 | 0,37% | 2,53 CHF | 2,54 CHF | 78 000 | 78 000 | 76 131 | 76 131 | 205 891 CHF | 206 653 CHF | 99,99% | 99,99% |