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 | 0,45% | 2,20 CHF | 2,21 CHF | 92 000 | 92 000 | 93 239 | 93 239 | 206 381 CHF | 207 314 CHF | 100,00% | 100,00% |
14/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 94 000 | 94 000 | 94 436 | 94 436 | 211 290 CHF | 212 235 CHF | 99,69% | 99,69% |
13/08/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 96 000 | 96 000 | 95 794 | 95 794 | 217 278 CHF | 218 236 CHF | 99,74% | 99,74% |
12/08/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 96 000 | 96 000 | 95 317 | 95 317 | 212 986 CHF | 213 940 CHF | 99,20% | 99,20% |
09/08/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 96 000 | 96 000 | 95 207 | 95 207 | 210 896 CHF | 211 848 CHF | 99,99% | 99,99% |
08/08/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 96 000 | 96 000 | 95 608 | 95 608 | 210 588 CHF | 211 544 CHF | 99,99% | 99,99% |
07/08/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 94 000 | 94 000 | 93 980 | 93 980 | 202 713 CHF | 203 653 CHF | 100,00% | 100,00% |
06/08/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 96 000 | 96 000 | 95 899 | 95 899 | 208 986 CHF | 209 945 CHF | 99,33% | 99,33% |
02/08/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 94 000 | 94 000 | 93 066 | 93 066 | 197 398 CHF | 198 329 CHF | 99,98% | 99,98% |
30/07/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 90 000 | 90 000 | 89 631 | 89 631 | 188 690 CHF | 189 587 CHF | 100,00% | 100,00% |