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% | 8,24 CHF | 8,25 CHF | 117 500 | 117 500 | 116 914 | 116 914 | 967 722 CHF | 968 891 CHF | 99,99% | 99,99% |
14/08/2024 | 0,12% | 8,47 CHF | 8,48 CHF | 116 600 | 116 600 | 121 825 | 121 825 | 1 027 450 CHF | 1 028 670 CHF | 98,45% | 98,45% |
13/08/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 125 200 | 125 200 | 125 500 | 125 500 | 983 663 CHF | 984 918 CHF | 100,00% | 100,00% |
12/08/2024 | 0,13% | 7,87 CHF | 7,88 CHF | 125 700 | 125 700 | 126 183 | 126 183 | 982 596 CHF | 983 858 CHF | 98,51% | 98,51% |
09/08/2024 | 0,13% | 7,77 CHF | 7,78 CHF | 126 500 | 126 500 | 125 541 | 125 541 | 971 265 CHF | 972 521 CHF | 99,92% | 99,92% |
08/08/2024 | 0,13% | 7,66 CHF | 7,67 CHF | 124 900 | 124 900 | 125 355 | 125 355 | 965 644 CHF | 966 898 CHF | 99,90% | 99,90% |
07/08/2024 | 0,13% | 7,84 CHF | 7,85 CHF | 125 700 | 125 700 | 126 119 | 126 119 | 973 008 CHF | 974 269 CHF | 99,95% | 99,95% |
06/08/2024 | 0,13% | 7,71 CHF | 7,72 CHF | 126 500 | 126 500 | 123 671 | 123 671 | 944 889 CHF | 946 125 CHF | 99,74% | 99,74% |
02/08/2024 | 0,14% | 7,73 CHF | 7,74 CHF | 134 500 | 134 500 | 136 985 | 136 985 | 1 003 270 CHF | 1 004 640 CHF | 98,77% | 98,77% |
30/07/2024 | 0,14% | 7,21 CHF | 7,22 CHF | 134 700 | 134 700 | 135 179 | 135 179 | 990 657 CHF | 992 009 CHF | 99,99% | 99,99% |