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 | 0,37% | 2,70 CHF | 2,71 CHF | 43 000 | 43 000 | 42 598 | 42 598 | 114 711 CHF | 115 137 CHF | 99,97% | 99,97% |
14/08/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 43 000 | 43 000 | 42 596 | 42 596 | 114 117 CHF | 114 543 CHF | 99,94% | 99,94% |
13/08/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 43 000 | 43 000 | 42 596 | 42 596 | 112 981 CHF | 113 407 CHF | 100,00% | 100,00% |
12/08/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 43 000 | 43 000 | 42 450 | 42 450 | 113 633 CHF | 114 058 CHF | 100,00% | 100,00% |
09/08/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 42 000 | 42 000 | 41 603 | 41 603 | 113 576 CHF | 113 992 CHF | 99,38% | 99,38% |
08/08/2024 | 0,38% | 2,76 CHF | 2,77 CHF | 42 000 | 42 000 | 41 601 | 41 601 | 111 866 CHF | 112 283 CHF | 99,29% | 99,29% |
07/08/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 42 000 | 42 000 | 41 262 | 41 262 | 114 569 CHF | 114 982 CHF | 99,22% | 99,22% |
06/08/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 42 000 | 42 000 | 41 606 | 41 606 | 110 380 CHF | 110 797 CHF | 98,37% | 98,37% |
02/08/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 42 000 | 42 000 | 40 621 | 40 621 | 114 884 CHF | 115 290 CHF | 97,59% | 97,59% |
31/07/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 40 000 | 40 000 | 40 594 | 40 594 | 121 506 CHF | 121 912 CHF | 45,21% | 45,21% |