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% | 18,80 CHF | 18,81 CHF | 49 000 | 49 000 | 21 997 | 21 997 | 399 822 CHF | 400 227 CHF | 99,35% | 99,35% |
14/08/2024 | 0,13% | 17,46 CHF | 17,47 CHF | 50 000 | 50 000 | 21 935 | 21 935 | 384 419 CHF | 384 813 CHF | 99,32% | 99,32% |
13/08/2024 | 0,14% | 17,10 CHF | 17,11 CHF | 50 000 | 50 000 | 22 585 | 22 585 | 386 251 CHF | 386 664 CHF | 99,67% | 99,67% |
12/08/2024 | 0,14% | 17,22 CHF | 17,23 CHF | 50 000 | 50 000 | 22 545 | 22 545 | 387 355 CHF | 387 769 CHF | 98,49% | 98,49% |
09/08/2024 | 0,14% | 17,03 CHF | 17,04 CHF | 50 000 | 50 000 | 22 571 | 22 571 | 382 002 CHF | 382 415 CHF | 96,73% | 96,73% |
08/08/2024 | 0,14% | 16,54 CHF | 16,55 CHF | 55 000 | 55 000 | 24 321 | 24 321 | 397 929 CHF | 398 376 CHF | 98,69% | 98,69% |
07/08/2024 | 0,14% | 16,93 CHF | 16,94 CHF | 50 000 | 50 000 | 23 289 | 23 289 | 387 364 CHF | 387 803 CHF | 98,00% | 98,00% |
06/08/2024 | 0,17% | 15,96 CHF | 15,97 CHF | 55 000 | 55 000 | 23 802 | 23 802 | 376 308 CHF | 376 796 CHF | 97,69% | 97,69% |
02/08/2024 | 0,33% | 16,43 CHF | 16,44 CHF | 55 000 | 55 000 | 16 372 | 16 372 | 272 359 CHF | 272 851 CHF | 93,99% | 93,99% |
30/07/2024 | 0,14% | 19,98 CHF | 19,99 CHF | 47 000 | 47 000 | 20 889 | 20 889 | 425 762 CHF | 426 209 CHF | 99,50% | 99,50% |