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 | 0,21% | 17,36 CHF | 17,38 CHF | 54 000 | 54 000 | 29 810 | 29 810 | 485 968 CHF | 486 857 CHF | 99,79% | 99,79% |
14/08/2024 | 0,24% | 15,62 CHF | 15,64 CHF | 58 000 | 58 000 | 29 782 | 29 782 | 477 602 CHF | 478 587 CHF | 98,76% | 98,76% |
13/08/2024 | 0,22% | 16,06 CHF | 16,08 CHF | 57 000 | 57 000 | 30 696 | 30 696 | 474 245 CHF | 475 154 CHF | 99,71% | 99,71% |
12/08/2024 | 0,22% | 15,11 CHF | 15,13 CHF | 58 000 | 58 000 | 30 382 | 30 382 | 464 951 CHF | 465 844 CHF | 99,17% | 99,17% |
09/08/2024 | 0,22% | 15,20 CHF | 15,22 CHF | 58 000 | 58 000 | 29 097 | 29 097 | 443 198 CHF | 444 057 CHF | 98,11% | 98,11% |
08/08/2024 | 0,23% | 15,15 CHF | 15,17 CHF | 59 000 | 59 000 | 30 430 | 30 430 | 441 958 CHF | 442 850 CHF | 99,38% | 99,38% |
07/08/2024 | 0,22% | 15,37 CHF | 15,39 CHF | 58 000 | 58 000 | 30 847 | 30 847 | 475 463 CHF | 476 374 CHF | 98,94% | 98,94% |
06/08/2024 | 0,25% | 14,73 CHF | 14,75 CHF | 60 000 | 60 000 | 30 041 | 30 041 | 455 550 CHF | 456 527 CHF | 98,90% | 98,90% |
02/08/2024 | 0,28% | 16,36 CHF | 16,38 CHF | 56 000 | 56 000 | 26 702 | 26 702 | 460 810 CHF | 461 888 CHF | 98,27% | 98,27% |
30/07/2024 | 0,20% | 19,42 CHF | 19,44 CHF | 50 000 | 50 000 | 25 270 | 25 270 | 506 977 CHF | 507 861 CHF | 99,57% | 99,57% |