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 | 0,82% | 18,55 CHF | 18,70 CHF | 6 500 | 6 500 | 6 440 | 6 440 | 117 859 CHF | 118 826 CHF | 99,96% | 99,96% |
14/08/2024 | 0,88% | 17,65 CHF | 17,80 CHF | 6 500 | 6 500 | 6 932 | 6 932 | 119 048 CHF | 120 089 CHF | 100,00% | 100,00% |
13/08/2024 | 0,92% | 16,55 CHF | 16,70 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 114 172 CHF | 115 214 CHF | 99,99% | 99,99% |
12/08/2024 | 0,92% | 16,50 CHF | 16,65 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 114 263 CHF | 115 304 CHF | 100,00% | 100,00% |
09/08/2024 | 0,93% | 16,00 CHF | 16,15 CHF | 7 000 | 7 000 | 6 928 | 6 928 | 111 980 CHF | 113 020 CHF | 91,54% | 99,86% |
08/08/2024 | 1,02% | 15,65 CHF | 15,80 CHF | 7 000 | 7 000 | 6 934 | 6 934 | 102 991 CHF | 104 032 CHF | 99,75% | 99,75% |
07/08/2024 | 0,63% | 16,55 CHF | 16,65 CHF | 7 500 | 7 500 | 7 430 | 7 430 | 119 288 CHF | 120 032 CHF | 99,97% | 99,97% |
06/08/2024 | 0,67% | 15,05 CHF | 15,15 CHF | 7 500 | 7 500 | 7 430 | 7 430 | 111 566 CHF | 112 310 CHF | 99,20% | 99,20% |
02/08/2024 | 0,89% | 16,35 CHF | 16,50 CHF | 6 000 | 6 000 | 5 943 | 5 943 | 101 078 CHF | 101 970 CHF | 99,23% | 99,23% |
31/07/2024 | 0,76% | 19,70 CHF | 19,85 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 118 125 CHF | 119 025 CHF | 45,14% | 45,14% |