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 | 0,23% | 22,50 CHF | 22,55 CHF | 5 700 | 5 700 | 5 646 | 5 646 | 126 471 CHF | 126 754 CHF | 99,45% | 99,45% |
14/08/2024 | 0,23% | 22,25 CHF | 22,30 CHF | 5 700 | 5 700 | 5 647 | 5 647 | 124 673 CHF | 124 956 CHF | 99,90% | 99,90% |
13/08/2024 | 0,23% | 21,80 CHF | 21,85 CHF | 5 700 | 5 700 | 5 710 | 5 710 | 124 110 CHF | 124 396 CHF | 97,85% | 97,85% |
12/08/2024 | 0,23% | 21,80 CHF | 21,85 CHF | 5 800 | 5 800 | 5 728 | 5 728 | 124 823 CHF | 125 110 CHF | 99,74% | 99,74% |
09/08/2024 | 0,23% | 21,60 CHF | 21,65 CHF | 5 800 | 5 800 | 5 742 | 5 742 | 123 951 CHF | 124 239 CHF | 99,91% | 99,91% |
08/08/2024 | 0,24% | 21,25 CHF | 21,30 CHF | 5 800 | 5 800 | 5 772 | 5 772 | 121 390 CHF | 121 679 CHF | 98,51% | 98,51% |
07/08/2024 | 0,24% | 21,25 CHF | 21,30 CHF | 5 800 | 5 800 | 5 746 | 5 746 | 121 267 CHF | 121 555 CHF | 100,00% | 100,00% |
06/08/2024 | 0,25% | 20,55 CHF | 20,60 CHF | 5 900 | 5 900 | 5 842 | 5 842 | 119 624 CHF | 119 916 CHF | 95,91% | 95,91% |
02/08/2024 | 0,23% | 21,40 CHF | 21,45 CHF | 5 800 | 5 800 | 5 712 | 5 712 | 123 195 CHF | 123 481 CHF | 96,09% | 96,09% |
31/07/2024 | 0,22% | 22,80 CHF | 22,85 CHF | 5 600 | 5 600 | 5 557 | 5 557 | 127 145 CHF | 127 423 CHF | 70,97% | 70,97% |