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 | 0,15% | 16,27 CHF | 16,28 CHF | 49 000 | 49 000 | 22 133 | 22 133 | 346 360 CHF | 346 765 CHF | 99,85% | 99,85% |
14/08/2024 | 0,16% | 14,95 CHF | 14,96 CHF | 50 000 | 50 000 | 22 000 | 22 000 | 330 261 CHF | 330 656 CHF | 99,64% | 99,64% |
13/08/2024 | 0,16% | 14,58 CHF | 14,59 CHF | 50 000 | 50 000 | 22 625 | 22 625 | 329 880 CHF | 330 294 CHF | 99,99% | 99,99% |
12/08/2024 | 0,16% | 14,69 CHF | 14,70 CHF | 50 000 | 50 000 | 22 590 | 22 590 | 330 985 CHF | 331 398 CHF | 98,98% | 98,98% |
09/08/2024 | 0,16% | 14,52 CHF | 14,53 CHF | 50 000 | 50 000 | 22 864 | 22 864 | 329 478 CHF | 329 892 CHF | 95,89% | 95,89% |
08/08/2024 | 0,17% | 14,03 CHF | 14,04 CHF | 55 000 | 55 000 | 24 441 | 24 441 | 338 599 CHF | 339 046 CHF | 99,71% | 99,71% |
07/08/2024 | 0,17% | 14,42 CHF | 14,43 CHF | 50 000 | 50 000 | 23 958 | 23 958 | 338 683 CHF | 339 123 CHF | 95,41% | 95,41% |
06/08/2024 | 0,20% | 13,48 CHF | 13,49 CHF | 55 000 | 55 000 | 24 079 | 24 079 | 320 833 CHF | 321 322 CHF | 99,13% | 99,13% |
02/08/2024 | 0,38% | 13,93 CHF | 13,94 CHF | 55 000 | 55 000 | 17 029 | 17 029 | 240 192 CHF | 240 684 CHF | 97,14% | 97,14% |
30/07/2024 | 0,16% | 17,42 CHF | 17,43 CHF | 47 000 | 47 000 | 20 947 | 20 947 | 373 241 CHF | 373 689 CHF | 99,72% | 99,72% |