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 | 0,43% | 11,85 CHF | 11,90 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 198 767 CHF | 199 609 CHF | 100,00% | 100,00% |
14/08/2024 | 0,43% | 11,80 CHF | 11,85 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 196 717 CHF | 197 560 CHF | 100,00% | 100,00% |
13/08/2024 | 0,44% | 11,65 CHF | 11,70 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 194 712 CHF | 195 555 CHF | 100,00% | 100,00% |
12/08/2024 | 0,43% | 11,70 CHF | 11,75 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 197 232 CHF | 198 074 CHF | 99,96% | 99,96% |
09/08/2024 | 0,43% | 11,85 CHF | 11,90 CHF | 16 500 | 16 500 | 16 549 | 16 549 | 195 681 CHF | 196 510 CHF | 100,00% | 100,00% |
08/08/2024 | 0,44% | 11,70 CHF | 11,75 CHF | 17 000 | 17 000 | 16 838 | 16 838 | 193 754 CHF | 194 597 CHF | 98,30% | 98,30% |
07/08/2024 | 0,43% | 11,80 CHF | 11,85 CHF | 17 000 | 17 000 | 16 753 | 16 753 | 196 358 CHF | 197 197 CHF | 97,71% | 97,71% |
06/08/2024 | 0,44% | 11,55 CHF | 11,60 CHF | 17 000 | 17 000 | 16 919 | 16 919 | 193 125 CHF | 193 971 CHF | 96,17% | 96,17% |
02/08/2024 | 0,42% | 11,80 CHF | 11,85 CHF | 16 500 | 16 500 | 16 340 | 16 340 | 194 947 CHF | 195 765 CHF | 96,16% | 96,16% |
30/07/2024 | 0,42% | 12,10 CHF | 12,15 CHF | 16 500 | 16 500 | 16 474 | 16 474 | 199 894 CHF | 200 718 CHF | 100,00% | 100,00% |