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 | 1,04% | 1,95 CHF | 1,97 CHF | 66 900 | 66 900 | 66 875 | 66 875 | 128 664 CHF | 130 002 CHF | 99,99% | 99,99% |
14/08/2024 | 0,94% | 1,94 CHF | 1,96 CHF | 55 100 | 55 100 | 58 696 | 58 696 | 123 924 CHF | 125 098 CHF | 99,27% | 99,27% |
13/08/2024 | 0,86% | 2,24 CHF | 2,26 CHF | 55 400 | 55 400 | 55 400 | 55 400 | 127 917 CHF | 129 025 CHF | 99,99% | 99,99% |
12/08/2024 | 0,85% | 2,33 CHF | 2,35 CHF | 55 800 | 55 800 | 55 800 | 55 800 | 131 280 CHF | 132 396 CHF | 99,31% | 99,31% |
09/08/2024 | 0,84% | 2,30 CHF | 2,32 CHF | 49 300 | 49 300 | 49 300 | 49 300 | 117 452 CHF | 118 438 CHF | 99,98% | 99,98% |
08/08/2024 | 0,73% | 2,52 CHF | 2,54 CHF | 54 900 | 54 900 | 57 082 | 57 082 | 155 538 CHF | 156 680 CHF | 99,98% | 99,98% |
07/08/2024 | 0,87% | 2,30 CHF | 2,32 CHF | 46 600 | 46 600 | 46 600 | 46 600 | 106 484 CHF | 107 416 CHF | 99,99% | 99,99% |
06/08/2024 | 0,74% | 2,75 CHF | 2,77 CHF | 52 000 | 52 000 | 48 977 | 48 977 | 131 236 CHF | 132 215 CHF | 99,89% | 99,89% |
02/08/2024 | 0,94% | 2,15 CHF | 2,17 CHF | 72 900 | 72 900 | 69 716 | 69 716 | 147 138 CHF | 148 532 CHF | 99,90% | 99,90% |
30/07/2024 | 0,95% | 2,11 CHF | 2,13 CHF | 59 400 | 59 400 | 59 780 | 59 780 | 125 886 CHF | 127 082 CHF | 100,00% | 100,00% |