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 | 0,18% | 14,16 CHF | 14,17 CHF | 36 000 | 36 000 | 20 233 | 20 233 | 286 198 CHF | 286 646 CHF | 97,75% | 97,75% |
14/08/2024 | 0,18% | 13,70 CHF | 13,71 CHF | 36 000 | 36 000 | 19 809 | 19 809 | 281 222 CHF | 281 661 CHF | 98,97% | 98,97% |
13/08/2024 | 0,18% | 14,71 CHF | 14,72 CHF | 35 000 | 35 000 | 19 382 | 19 382 | 283 527 CHF | 283 956 CHF | 100,00% | 100,00% |
12/08/2024 | 0,18% | 14,69 CHF | 14,70 CHF | 35 000 | 35 000 | 19 436 | 19 436 | 286 157 CHF | 286 587 CHF | 99,19% | 99,19% |
09/08/2024 | 0,18% | 14,01 CHF | 14,02 CHF | 36 000 | 36 000 | 19 585 | 19 585 | 278 913 CHF | 279 338 CHF | 95,27% | 95,27% |
08/08/2024 | 0,19% | 14,45 CHF | 14,46 CHF | 35 000 | 35 000 | 19 766 | 19 766 | 278 064 CHF | 278 506 CHF | 99,48% | 99,48% |
07/08/2024 | 0,18% | 14,30 CHF | 14,31 CHF | 36 000 | 36 000 | 19 807 | 19 807 | 281 921 CHF | 282 362 CHF | 99,24% | 99,24% |
06/08/2024 | 0,21% | 13,68 CHF | 13,69 CHF | 37 000 | 37 000 | 20 115 | 20 115 | 276 286 CHF | 276 772 CHF | 98,56% | 98,56% |
02/08/2024 | 0,16% | 14,94 CHF | 14,95 CHF | 35 000 | 35 000 | 19 826 | 19 826 | 303 419 CHF | 303 843 CHF | 82,24% | 82,24% |
30/07/2024 | 0,16% | 16,01 CHF | 16,02 CHF | 33 000 | 33 000 | 18 735 | 18 735 | 303 171 CHF | 303 590 CHF | 98,57% | 98,57% |