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% | 2,81 CHF | 2,82 CHF | 75 000 | 75 000 | 77 341 | 77 341 | 202 749 CHF | 203 522 CHF | 99,98% | 99,98% |
14/08/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 79 000 | 79 000 | 79 349 | 79 349 | 194 896 CHF | 195 690 CHF | 99,69% | 99,69% |
13/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 80 000 | 80 000 | 80 466 | 80 466 | 190 643 CHF | 191 448 CHF | 99,99% | 99,99% |
12/08/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 80 000 | 80 000 | 79 999 | 79 999 | 190 819 CHF | 191 619 CHF | 99,19% | 99,19% |
09/08/2024 | 0,41% | 2,34 CHF | 2,35 CHF | 81 000 | 81 000 | 80 300 | 80 300 | 193 360 CHF | 194 163 CHF | 99,93% | 99,93% |
08/08/2024 | 0,44% | 2,38 CHF | 2,39 CHF | 81 000 | 81 000 | 81 981 | 81 981 | 187 607 CHF | 188 426 CHF | 99,87% | 99,87% |
07/08/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 80 000 | 80 000 | 80 293 | 80 293 | 194 805 CHF | 195 608 CHF | 96,04% | 99,86% |
06/08/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 83 000 | 83 000 | 83 794 | 83 794 | 181 636 CHF | 182 474 CHF | 99,66% | 99,66% |
02/08/2024 | 0,48% | 1,88 CHF | 1,89 CHF | 87 000 | 87 000 | 82 504 | 82 504 | 175 807 CHF | 176 634 CHF | 99,31% | 99,31% |
30/07/2024 | 0,36% | 2,58 CHF | 2,59 CHF | 78 000 | 78 000 | 76 131 | 76 131 | 209 855 CHF | 210 617 CHF | 99,97% | 99,97% |