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 | 0,42% | 2,55 CHF | 2,56 CHF | 75 000 | 75 000 | 77 341 | 77 341 | 182 130 CHF | 182 904 CHF | 99,99% | 99,99% |
14/08/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 79 000 | 79 000 | 79 349 | 79 349 | 173 819 CHF | 174 612 CHF | 99,71% | 99,71% |
13/08/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 80 000 | 80 000 | 80 466 | 80 466 | 169 353 CHF | 170 158 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 80 000 | 80 000 | 79 999 | 79 999 | 169 656 CHF | 170 456 CHF | 99,19% | 99,19% |
09/08/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 81 000 | 81 000 | 80 300 | 80 300 | 172 221 CHF | 173 024 CHF | 99,93% | 99,93% |
08/08/2024 | 0,49% | 2,12 CHF | 2,13 CHF | 81 000 | 81 000 | 81 981 | 81 981 | 166 134 CHF | 166 954 CHF | 99,84% | 99,84% |
07/08/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 80 000 | 80 000 | 80 293 | 80 293 | 173 775 CHF | 174 578 CHF | 96,08% | 99,92% |
06/08/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 83 000 | 83 000 | 83 795 | 83 795 | 159 866 CHF | 160 704 CHF | 99,64% | 99,64% |
02/08/2024 | 0,55% | 1,62 CHF | 1,63 CHF | 87 000 | 87 000 | 82 502 | 82 502 | 154 183 CHF | 155 010 CHF | 99,14% | 99,14% |
30/07/2024 | 0,40% | 2,31 CHF | 2,32 CHF | 78 000 | 78 000 | 76 131 | 76 131 | 189 531 CHF | 190 292 CHF | 99,99% | 99,99% |