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 | 0,14% | 34,49 CHF | 34,51 CHF | 39 000 | 39 000 | 21 790 | 21 790 | 744 884 CHF | 745 757 CHF | 99,80% | 99,80% |
14/08/2024 | 0,14% | 33,81 CHF | 33,83 CHF | 39 000 | 39 000 | 21 786 | 21 786 | 733 028 CHF | 733 900 CHF | 99,63% | 99,63% |
13/08/2024 | 0,14% | 33,74 CHF | 33,76 CHF | 39 000 | 39 000 | 21 965 | 21 965 | 734 270 CHF | 735 146 CHF | 99,51% | 99,51% |
12/08/2024 | 0,14% | 33,42 CHF | 33,44 CHF | 40 000 | 40 000 | 22 035 | 22 035 | 730 358 CHF | 731 237 CHF | 98,97% | 98,97% |
09/08/2024 | 0,15% | 32,60 CHF | 32,62 CHF | 41 000 | 41 000 | 22 804 | 22 804 | 735 526 CHF | 736 443 CHF | 96,07% | 96,07% |
08/08/2024 | 0,15% | 31,94 CHF | 31,96 CHF | 41 000 | 41 000 | 22 745 | 22 745 | 720 603 CHF | 721 531 CHF | 97,30% | 97,30% |
07/08/2024 | 0,15% | 32,30 CHF | 32,32 CHF | 41 000 | 41 000 | 22 931 | 22 931 | 723 625 CHF | 724 552 CHF | 98,15% | 98,15% |
06/08/2024 | 0,17% | 30,79 CHF | 30,81 CHF | 43 000 | 43 000 | 22 705 | 22 705 | 700 656 CHF | 701 683 CHF | 96,06% | 96,06% |
02/08/2024 | 0,36% | 33,64 CHF | 33,66 CHF | 39 000 | 39 000 | 13 760 | 13 760 | 461 564 CHF | 462 600 CHF | 91,39% | 91,39% |
30/07/2024 | 0,14% | 33,79 CHF | 33,81 CHF | 39 000 | 39 000 | 21 746 | 21 746 | 741 227 CHF | 742 103 CHF | 99,09% | 99,09% |