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 | 0,19% | 12,34 CHF | 12,35 CHF | 97 000 | 97 000 | 53 616 | 53 616 | 655 016 CHF | 656 087 CHF | 99,84% | 99,84% |
14/08/2024 | 0,20% | 12,08 CHF | 12,09 CHF | 98 000 | 98 000 | 54 092 | 54 092 | 649 639 CHF | 650 720 CHF | 99,65% | 99,65% |
13/08/2024 | 0,20% | 12,04 CHF | 12,05 CHF | 98 000 | 98 000 | 54 869 | 54 869 | 653 938 CHF | 655 032 CHF | 99,53% | 99,53% |
12/08/2024 | 0,20% | 11,92 CHF | 11,93 CHF | 99 000 | 99 000 | 54 919 | 54 919 | 648 118 CHF | 649 215 CHF | 99,10% | 99,10% |
09/08/2024 | 0,20% | 11,59 CHF | 11,60 CHF | 102 000 | 102 000 | 56 063 | 56 063 | 642 018 CHF | 643 135 CHF | 98,33% | 98,33% |
08/08/2024 | 0,21% | 11,33 CHF | 11,34 CHF | 103 000 | 103 000 | 57 262 | 57 262 | 643 331 CHF | 644 478 CHF | 99,78% | 99,78% |
07/08/2024 | 0,21% | 11,47 CHF | 11,48 CHF | 102 000 | 102 000 | 57 475 | 57 475 | 642 729 CHF | 643 880 CHF | 99,51% | 99,51% |
06/08/2024 | 0,24% | 10,89 CHF | 10,90 CHF | 107 000 | 107 000 | 57 268 | 57 268 | 624 491 CHF | 625 730 CHF | 99,41% | 99,41% |
02/08/2024 | 0,41% | 12,02 CHF | 12,03 CHF | 98 000 | 98 000 | 36 012 | 36 012 | 431 316 CHF | 432 405 CHF | 97,73% | 97,73% |
30/07/2024 | 0,19% | 12,04 CHF | 12,05 CHF | 98 000 | 98 000 | 53 722 | 53 722 | 652 930 CHF | 654 001 CHF | 99,98% | 99,98% |