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 | 0,17% | 15,01 CHF | 15,02 CHF | 36 000 | 36 000 | 20 233 | 20 233 | 303 456 CHF | 303 904 CHF | 97,75% | 97,75% |
14/08/2024 | 0,17% | 14,55 CHF | 14,56 CHF | 36 000 | 36 000 | 19 841 | 19 841 | 298 490 CHF | 298 930 CHF | 98,70% | 98,70% |
13/08/2024 | 0,17% | 15,56 CHF | 15,57 CHF | 35 000 | 35 000 | 19 381 | 19 381 | 299 982 CHF | 300 411 CHF | 99,99% | 99,99% |
12/08/2024 | 0,17% | 15,54 CHF | 15,55 CHF | 35 000 | 35 000 | 19 395 | 19 395 | 302 084 CHF | 302 513 CHF | 99,97% | 99,97% |
09/08/2024 | 0,17% | 14,86 CHF | 14,87 CHF | 36 000 | 36 000 | 19 493 | 19 493 | 294 137 CHF | 294 564 CHF | 97,05% | 97,05% |
08/08/2024 | 0,18% | 15,30 CHF | 15,31 CHF | 35 000 | 35 000 | 19 768 | 19 768 | 294 761 CHF | 295 203 CHF | 99,44% | 99,44% |
07/08/2024 | 0,17% | 15,14 CHF | 15,15 CHF | 36 000 | 36 000 | 19 805 | 19 805 | 298 609 CHF | 299 052 CHF | 99,14% | 99,14% |
06/08/2024 | 0,19% | 14,51 CHF | 14,52 CHF | 37 000 | 37 000 | 20 176 | 20 176 | 293 990 CHF | 294 477 CHF | 98,55% | 98,55% |
02/08/2024 | 0,16% | 15,78 CHF | 15,79 CHF | 35 000 | 35 000 | 19 218 | 19 218 | 310 823 CHF | 311 250 CHF | 95,66% | 95,66% |
30/07/2024 | 0,15% | 16,88 CHF | 16,89 CHF | 33 000 | 33 000 | 18 683 | 18 683 | 318 469 CHF | 318 888 CHF | 99,54% | 99,54% |