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 | 0,13% | 7,89 CHF | 7,90 CHF | 130 000 | 130 000 | 45 209 | 45 209 | 358 859 CHF | 359 311 CHF | 99,88% | 99,88% |
14/08/2024 | 0,13% | 7,74 CHF | 7,75 CHF | 130 000 | 130 000 | 46 173 | 46 173 | 353 254 CHF | 353 716 CHF | 99,71% | 99,71% |
13/08/2024 | 0,14% | 7,50 CHF | 7,51 CHF | 135 000 | 135 000 | 47 098 | 47 098 | 348 711 CHF | 349 183 CHF | 99,98% | 99,98% |
12/08/2024 | 0,14% | 7,39 CHF | 7,40 CHF | 135 000 | 135 000 | 47 207 | 47 207 | 346 869 CHF | 347 342 CHF | 99,01% | 99,01% |
09/08/2024 | 0,14% | 7,28 CHF | 7,29 CHF | 135 000 | 135 000 | 48 408 | 48 408 | 350 934 CHF | 351 419 CHF | 98,05% | 98,05% |
08/08/2024 | 0,15% | 7,17 CHF | 7,18 CHF | 140 000 | 140 000 | 49 023 | 49 023 | 345 839 CHF | 346 329 CHF | 99,95% | 99,95% |
07/08/2024 | 0,15% | 7,25 CHF | 7,26 CHF | 140 000 | 140 000 | 48 539 | 48 539 | 345 058 CHF | 345 544 CHF | 99,61% | 99,61% |
06/08/2024 | 0,17% | 6,73 CHF | 6,74 CHF | 145 000 | 145 000 | 49 826 | 49 826 | 335 369 CHF | 335 895 CHF | 99,67% | 99,67% |
02/08/2024 | 0,17% | 6,87 CHF | 6,88 CHF | 145 000 | 145 000 | 48 142 | 48 142 | 337 302 CHF | 337 821 CHF | 99,59% | 99,59% |
30/07/2024 | 0,14% | 7,35 CHF | 7,36 CHF | 135 000 | 135 000 | 47 101 | 47 101 | 350 394 CHF | 350 866 CHF | 100,00% | 100,00% |