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% | 17,80 CHF | 17,81 CHF | 49 000 | 49 000 | 21 985 | 21 985 | 377 692 CHF | 378 098 CHF | 99,31% | 99,31% |
14/08/2024 | 0,14% | 16,47 CHF | 16,48 CHF | 50 000 | 50 000 | 21 951 | 21 951 | 362 948 CHF | 363 343 CHF | 99,39% | 99,39% |
13/08/2024 | 0,14% | 16,11 CHF | 16,12 CHF | 50 000 | 50 000 | 22 586 | 22 586 | 363 836 CHF | 364 249 CHF | 99,65% | 99,65% |
12/08/2024 | 0,14% | 16,22 CHF | 16,23 CHF | 50 000 | 50 000 | 22 543 | 22 543 | 364 874 CHF | 365 287 CHF | 98,58% | 98,58% |
09/08/2024 | 0,15% | 16,04 CHF | 16,05 CHF | 50 000 | 50 000 | 22 495 | 22 495 | 358 456 CHF | 358 869 CHF | 97,60% | 97,60% |
08/08/2024 | 0,15% | 15,55 CHF | 15,56 CHF | 55 000 | 55 000 | 24 312 | 24 312 | 373 762 CHF | 374 209 CHF | 98,67% | 98,67% |
07/08/2024 | 0,15% | 15,94 CHF | 15,95 CHF | 50 000 | 50 000 | 23 299 | 23 299 | 364 557 CHF | 364 996 CHF | 98,06% | 98,06% |
06/08/2024 | 0,18% | 14,99 CHF | 15,00 CHF | 55 000 | 55 000 | 23 789 | 23 789 | 352 901 CHF | 353 388 CHF | 97,59% | 97,59% |
02/08/2024 | 0,35% | 15,45 CHF | 15,46 CHF | 55 000 | 55 000 | 16 368 | 16 368 | 256 112 CHF | 256 604 CHF | 93,98% | 93,98% |
30/07/2024 | 0,15% | 18,97 CHF | 18,98 CHF | 47 000 | 47 000 | 20 891 | 20 891 | 404 667 CHF | 405 114 CHF | 99,50% | 99,50% |