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 | 0,12% | 8,84 CHF | 8,85 CHF | 130 000 | 130 000 | 45 210 | 45 210 | 401 384 CHF | 401 836 CHF | 99,88% | 99,88% |
14/08/2024 | 0,12% | 8,67 CHF | 8,68 CHF | 130 000 | 130 000 | 46 157 | 46 157 | 396 233 CHF | 396 695 CHF | 99,69% | 99,69% |
13/08/2024 | 0,12% | 8,44 CHF | 8,45 CHF | 135 000 | 135 000 | 47 087 | 47 087 | 392 763 CHF | 393 234 CHF | 99,98% | 99,98% |
12/08/2024 | 0,12% | 8,33 CHF | 8,34 CHF | 135 000 | 135 000 | 47 193 | 47 193 | 391 106 CHF | 391 579 CHF | 99,04% | 99,04% |
09/08/2024 | 0,12% | 8,21 CHF | 8,22 CHF | 135 000 | 135 000 | 48 312 | 48 312 | 395 349 CHF | 395 833 CHF | 98,35% | 98,35% |
08/08/2024 | 0,13% | 8,11 CHF | 8,12 CHF | 140 000 | 140 000 | 48 988 | 48 988 | 391 250 CHF | 391 740 CHF | 99,89% | 99,89% |
07/08/2024 | 0,13% | 8,18 CHF | 8,19 CHF | 140 000 | 140 000 | 48 434 | 48 434 | 389 436 CHF | 389 921 CHF | 99,93% | 99,93% |
06/08/2024 | 0,15% | 7,65 CHF | 7,66 CHF | 145 000 | 145 000 | 49 793 | 49 793 | 381 025 CHF | 381 551 CHF | 99,63% | 99,63% |
02/08/2024 | 0,15% | 7,80 CHF | 7,81 CHF | 145 000 | 145 000 | 48 151 | 48 151 | 382 281 CHF | 382 800 CHF | 99,57% | 99,57% |
30/07/2024 | 0,12% | 8,31 CHF | 8,32 CHF | 135 000 | 135 000 | 47 086 | 47 086 | 395 247 CHF | 395 718 CHF | 99,98% | 99,98% |