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 | 0,64% | 2,77 CHF | 2,78 CHF | 95 000 | 95 000 | 41 036 | 41 036 | 114 968 CHF | 115 594 CHF | 99,88% | 99,88% |
14/08/2024 | 0,68% | 2,75 CHF | 2,76 CHF | 95 000 | 95 000 | 42 614 | 42 614 | 113 988 CHF | 114 634 CHF | 99,62% | 99,62% |
13/08/2024 | 0,71% | 2,69 CHF | 2,70 CHF | 95 000 | 95 000 | 43 116 | 43 116 | 111 055 CHF | 111 710 CHF | 99,98% | 99,98% |
12/08/2024 | 0,69% | 2,53 CHF | 2,54 CHF | 95 000 | 95 000 | 42 494 | 42 494 | 110 825 CHF | 111 470 CHF | 99,14% | 99,14% |
09/08/2024 | 0,72% | 2,55 CHF | 2,56 CHF | 95 000 | 95 000 | 42 576 | 42 576 | 106 325 CHF | 106 963 CHF | 99,75% | 99,75% |
08/08/2024 | 0,78% | 2,26 CHF | 2,27 CHF | 100 000 | 100 000 | 47 824 | 47 824 | 98 760 CHF | 99 387 CHF | 99,44% | 99,44% |
07/08/2024 | 0,77% | 2,25 CHF | 2,26 CHF | 105 000 | 105 000 | 47 917 | 47 917 | 99 489 CHF | 100 118 CHF | 99,51% | 99,51% |
06/08/2024 | 1,35% | 1,99 CHF | 2,00 CHF | 110 000 | 110 000 | 36 672 | 36 672 | 70 199 CHF | 70 802 CHF | 98,24% | 98,24% |
02/08/2024 | 0,91% | 1,52 CHF | 1,53 CHF | 120 000 | 120 000 | 52 561 | 52 561 | 85 640 CHF | 86 321 CHF | 97,80% | 98,01% |
30/07/2024 | 0,73% | 2,03 CHF | 2,04 CHF | 105 000 | 105 000 | 47 167 | 47 167 | 99 492 CHF | 100 109 CHF | 99,58% | 99,58% |