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 | 0,13% | 24,67 CHF | 24,70 CHF | 11 000 | 11 000 | 11 092 | 11 092 | 263 414 CHF | 263 747 CHF | 99,93% | 99,93% |
14/08/2024 | 0,13% | 22,77 CHF | 22,80 CHF | 11 500 | 11 500 | 11 435 | 11 435 | 261 750 CHF | 262 093 CHF | 99,65% | 99,65% |
13/08/2024 | 0,14% | 22,48 CHF | 22,51 CHF | 11 900 | 11 900 | 11 911 | 11 911 | 261 730 CHF | 262 087 CHF | 99,95% | 99,95% |
12/08/2024 | 0,14% | 21,70 CHF | 21,73 CHF | 12 000 | 12 000 | 11 910 | 11 910 | 258 175 CHF | 258 532 CHF | 99,22% | 99,22% |
09/08/2024 | 0,14% | 21,66 CHF | 21,69 CHF | 12 300 | 12 300 | 12 250 | 12 250 | 260 981 CHF | 261 349 CHF | 99,55% | 99,55% |
08/08/2024 | 0,15% | 20,49 CHF | 20,52 CHF | 12 500 | 12 500 | 12 602 | 12 602 | 247 332 CHF | 247 711 CHF | 99,10% | 99,10% |
07/08/2024 | 0,15% | 20,86 CHF | 20,89 CHF | 12 800 | 12 800 | 13 014 | 13 014 | 264 532 CHF | 264 923 CHF | 99,58% | 99,58% |
06/08/2024 | 0,16% | 19,71 CHF | 19,74 CHF | 14 200 | 14 200 | 14 141 | 14 141 | 272 396 CHF | 272 820 CHF | 98,01% | 98,01% |
02/08/2024 | 0,14% | 20,12 CHF | 20,15 CHF | 11 700 | 11 700 | 11 564 | 11 564 | 242 464 CHF | 242 811 CHF | 96,76% | 96,76% |
30/07/2024 | 0,12% | 23,50 CHF | 23,53 CHF | 10 800 | 10 800 | 10 757 | 10 757 | 258 890 CHF | 259 213 CHF | 99,13% | 99,13% |