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 | 0,22% | 13,98 CHF | 14,01 CHF | 9 500 | 9 500 | 9 453 | 9 453 | 130 144 CHF | 130 427 CHF | 99,98% | 99,98% |
14/08/2024 | 0,17% | 13,45 CHF | 13,47 CHF | 10 000 | 10 000 | 9 991 | 9 991 | 134 057 CHF | 134 288 CHF | 99,26% | 99,26% |
13/08/2024 | 0,17% | 12,53 CHF | 12,55 CHF | 10 500 | 10 500 | 10 452 | 10 452 | 125 581 CHF | 125 790 CHF | 100,00% | 100,00% |
12/08/2024 | 0,23% | 12,37 CHF | 12,39 CHF | 10 200 | 10 200 | 10 116 | 10 116 | 130 123 CHF | 130 420 CHF | 99,13% | 99,13% |
09/08/2024 | 0,23% | 12,75 CHF | 12,78 CHF | 10 000 | 10 000 | 9 948 | 9 948 | 128 975 CHF | 129 273 CHF | 99,85% | 99,85% |
08/08/2024 | 0,24% | 13,14 CHF | 13,17 CHF | 9 900 | 9 900 | 9 852 | 9 852 | 121 918 CHF | 122 214 CHF | 99,59% | 99,59% |
07/08/2024 | 0,16% | 13,54 CHF | 13,56 CHF | 9 900 | 9 900 | 10 210 | 10 210 | 127 363 CHF | 127 568 CHF | 99,83% | 99,83% |
06/08/2024 | 0,17% | 12,53 CHF | 12,55 CHF | 10 100 | 10 100 | 10 140 | 10 140 | 122 996 CHF | 123 206 CHF | 98,77% | 98,77% |
02/08/2024 | 0,20% | 13,88 CHF | 13,91 CHF | 8 300 | 8 300 | 8 261 | 8 261 | 124 498 CHF | 124 746 CHF | 98,90% | 98,90% |
30/07/2024 | 0,20% | 19,68 CHF | 19,72 CHF | 6 600 | 6 600 | 6 570 | 6 570 | 126 280 CHF | 126 539 CHF | 99,94% | 99,94% |