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 | 0,34% | 27,50 CHF | 27,55 CHF | 14 800 | 14 800 | 8 198 | 8 198 | 219 942 CHF | 220 602 CHF | 99,81% | 99,81% |
14/08/2024 | 0,25% | 26,20 CHF | 26,25 CHF | 15 100 | 15 100 | 8 344 | 8 344 | 215 205 CHF | 215 673 CHF | 99,50% | 99,50% |
13/08/2024 | 0,25% | 25,89 CHF | 25,92 CHF | 15 800 | 15 800 | 8 807 | 8 807 | 220 492 CHF | 220 966 CHF | 99,49% | 99,49% |
12/08/2024 | 0,24% | 24,92 CHF | 24,95 CHF | 16 300 | 16 300 | 9 061 | 9 061 | 218 853 CHF | 219 306 CHF | 98,99% | 98,99% |
09/08/2024 | 0,26% | 23,13 CHF | 23,16 CHF | 17 400 | 17 400 | 9 526 | 9 526 | 212 128 CHF | 212 603 CHF | 97,64% | 97,64% |
08/08/2024 | 0,25% | 21,53 CHF | 21,55 CHF | 18 500 | 18 500 | 10 198 | 10 198 | 216 211 CHF | 216 664 CHF | 99,24% | 99,24% |
07/08/2024 | 0,23% | 22,31 CHF | 22,33 CHF | 18 900 | 18 900 | 10 604 | 10 604 | 221 382 CHF | 221 807 CHF | 99,36% | 99,36% |
06/08/2024 | 0,27% | 19,67 CHF | 19,69 CHF | 19 300 | 19 300 | 10 263 | 10 263 | 202 663 CHF | 203 130 CHF | 98,68% | 98,68% |
02/08/2024 | 0,60% | 26,80 CHF | 26,85 CHF | 15 500 | 15 500 | 5 617 | 5 617 | 146 939 CHF | 147 508 CHF | 98,65% | 98,65% |
30/07/2024 | 0,30% | 25,39 CHF | 25,42 CHF | 15 200 | 15 200 | 8 281 | 8 281 | 216 452 CHF | 217 023 CHF | 99,94% | 99,94% |