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 | 0,61% | 2,94 CHF | 2,95 CHF | 95 000 | 95 000 | 41 040 | 41 040 | 121 903 CHF | 122 529 CHF | 99,89% | 99,89% |
14/08/2024 | 0,64% | 2,91 CHF | 2,92 CHF | 95 000 | 95 000 | 42 619 | 42 619 | 121 058 CHF | 121 704 CHF | 99,64% | 99,64% |
13/08/2024 | 0,67% | 2,85 CHF | 2,86 CHF | 95 000 | 95 000 | 43 117 | 43 117 | 118 233 CHF | 118 889 CHF | 99,98% | 99,98% |
12/08/2024 | 0,65% | 2,70 CHF | 2,71 CHF | 95 000 | 95 000 | 42 502 | 42 502 | 117 941 CHF | 118 586 CHF | 99,14% | 99,14% |
09/08/2024 | 0,68% | 2,71 CHF | 2,72 CHF | 95 000 | 95 000 | 42 592 | 42 592 | 113 433 CHF | 114 071 CHF | 99,78% | 99,78% |
08/08/2024 | 0,72% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 47 902 | 47 902 | 106 853 CHF | 107 481 CHF | 99,57% | 99,57% |
07/08/2024 | 0,71% | 2,41 CHF | 2,42 CHF | 105 000 | 105 000 | 47 904 | 47 904 | 107 389 CHF | 108 019 CHF | 99,49% | 99,49% |
06/08/2024 | 1,24% | 2,15 CHF | 2,16 CHF | 110 000 | 110 000 | 36 784 | 36 784 | 76 437 CHF | 77 041 CHF | 98,39% | 98,39% |
02/08/2024 | 0,83% | 1,69 CHF | 1,70 CHF | 120 000 | 120 000 | 52 570 | 52 570 | 94 261 CHF | 94 942 CHF | 97,75% | 97,75% |
30/07/2024 | 0,68% | 2,20 CHF | 2,21 CHF | 105 000 | 105 000 | 47 156 | 47 156 | 107 405 CHF | 108 022 CHF | 99,57% | 99,57% |