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 | 0,44% | 2,34 CHF | 2,35 CHF | 260 000 | 260 000 | 89 905 | 89 905 | 212 381 CHF | 213 281 CHF | 99,89% | 99,89% |
14/08/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 260 000 | 260 000 | 91 837 | 91 837 | 204 927 CHF | 205 847 CHF | 99,73% | 99,73% |
13/08/2024 | 0,49% | 2,15 CHF | 2,16 CHF | 270 000 | 270 000 | 93 667 | 93 667 | 197 068 CHF | 198 006 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 270 000 | 270 000 | 93 887 | 93 887 | 194 399 CHF | 195 341 CHF | 99,00% | 99,00% |
09/08/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 270 000 | 270 000 | 96 411 | 96 411 | 195 740 CHF | 196 705 CHF | 97,78% | 97,78% |
08/08/2024 | 0,54% | 1,99 CHF | 2,00 CHF | 280 000 | 280 000 | 98 096 | 98 096 | 190 006 CHF | 190 988 CHF | 99,98% | 99,98% |
07/08/2024 | 0,53% | 2,03 CHF | 2,04 CHF | 280 000 | 280 000 | 97 046 | 97 046 | 190 676 CHF | 191 648 CHF | 99,79% | 99,79% |
06/08/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 290 000 | 290 000 | 99 568 | 99 568 | 178 618 CHF | 179 615 CHF | 99,64% | 99,64% |
02/08/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 290 000 | 290 000 | 96 285 | 96 285 | 184 050 CHF | 185 015 CHF | 99,68% | 99,68% |
30/07/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 270 000 | 270 000 | 93 669 | 93 669 | 195 794 CHF | 196 732 CHF | 100,00% | 100,00% |