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 | 0,86% | 28,30 CHF | 28,35 CHF | 5 800 | 5 800 | 2 618 | 2 618 | 72 399 CHF | 72 840 CHF | 99,64% | 99,64% |
14/08/2024 | 0,88% | 26,35 CHF | 26,40 CHF | 6 100 | 6 100 | 2 787 | 2 787 | 73 378 CHF | 73 849 CHF | 99,27% | 99,27% |
13/08/2024 | 0,87% | 26,30 CHF | 26,35 CHF | 6 100 | 6 100 | 2 767 | 2 767 | 73 293 CHF | 73 759 CHF | 99,99% | 99,99% |
12/08/2024 | 0,88% | 26,75 CHF | 26,80 CHF | 6 100 | 6 100 | 2 742 | 2 742 | 72 726 CHF | 73 194 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 26,85 CHF | 26,90 CHF | 6 100 | 6 100 | 2 776 | 2 776 | 73 240 CHF | 73 666 CHF | 98,31% | 98,31% |
08/08/2024 | 0,75% | 25,56 CHF | 25,59 CHF | 6 400 | 6 400 | 2 836 | 2 836 | 71 991 CHF | 72 365 CHF | 97,27% | 97,27% |
07/08/2024 | 0,74% | 26,70 CHF | 26,75 CHF | 6 200 | 6 200 | 2 784 | 2 784 | 73 462 CHF | 73 858 CHF | 97,90% | 97,90% |
06/08/2024 | 0,84% | 25,83 CHF | 25,86 CHF | 6 300 | 6 300 | 2 868 | 2 868 | 72 475 CHF | 72 887 CHF | 92,74% | 92,74% |
02/08/2024 | 0,82% | 27,80 CHF | 27,85 CHF | 5 600 | 5 600 | 2 464 | 2 464 | 70 225 CHF | 70 637 CHF | 95,13% | 95,13% |
30/07/2024 | 0,82% | 28,65 CHF | 28,70 CHF | 5 700 | 5 700 | 2 589 | 2 589 | 73 510 CHF | 73 951 CHF | 99,03% | 99,03% |