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 | 0,43% | 2,30 CHF | 2,31 CHF | 92 000 | 92 000 | 93 239 | 93 239 | 215 436 CHF | 216 368 CHF | 100,00% | 100,00% |
14/08/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 94 000 | 94 000 | 94 437 | 94 437 | 220 337 CHF | 221 282 CHF | 99,69% | 99,69% |
13/08/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 96 000 | 96 000 | 95 794 | 95 794 | 226 381 CHF | 227 339 CHF | 99,74% | 99,74% |
12/08/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 96 000 | 96 000 | 95 316 | 95 316 | 221 999 CHF | 222 953 CHF | 99,21% | 99,21% |
09/08/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 96 000 | 96 000 | 95 207 | 95 207 | 219 892 CHF | 220 844 CHF | 100,00% | 100,00% |
08/08/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 96 000 | 96 000 | 95 608 | 95 608 | 219 508 CHF | 220 465 CHF | 99,99% | 99,99% |
07/08/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 94 000 | 94 000 | 93 980 | 93 980 | 211 529 CHF | 212 469 CHF | 99,98% | 99,98% |
06/08/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 96 000 | 96 000 | 95 897 | 95 897 | 217 893 CHF | 218 852 CHF | 99,34% | 99,34% |
02/08/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 94 000 | 94 000 | 93 065 | 93 065 | 206 167 CHF | 207 097 CHF | 99,91% | 99,91% |
30/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 90 000 | 90 000 | 89 630 | 89 630 | 197 383 CHF | 198 280 CHF | 100,00% | 100,00% |