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% | 7,65 CHF | 7,66 CHF | 130 000 | 130 000 | 45 213 | 45 213 | 347 767 CHF | 348 220 CHF | 99,88% | 99,88% |
14/08/2024 | 0,14% | 7,49 CHF | 7,50 CHF | 130 000 | 130 000 | 46 152 | 46 152 | 341 840 CHF | 342 303 CHF | 99,69% | 99,69% |
13/08/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 135 000 | 135 000 | 47 088 | 47 088 | 337 180 CHF | 337 651 CHF | 99,97% | 99,97% |
12/08/2024 | 0,14% | 7,15 CHF | 7,16 CHF | 135 000 | 135 000 | 47 206 | 47 206 | 335 309 CHF | 335 783 CHF | 99,05% | 99,05% |
09/08/2024 | 0,15% | 7,03 CHF | 7,04 CHF | 135 000 | 135 000 | 48 285 | 48 285 | 338 264 CHF | 338 748 CHF | 98,33% | 98,33% |
08/08/2024 | 0,15% | 6,93 CHF | 6,94 CHF | 140 000 | 140 000 | 48 998 | 48 998 | 333 787 CHF | 334 277 CHF | 99,90% | 99,90% |
07/08/2024 | 0,15% | 7,01 CHF | 7,02 CHF | 140 000 | 140 000 | 48 455 | 48 455 | 332 710 CHF | 333 195 CHF | 99,94% | 99,94% |
06/08/2024 | 0,18% | 6,49 CHF | 6,50 CHF | 145 000 | 145 000 | 49 826 | 49 826 | 323 443 CHF | 323 968 CHF | 99,69% | 99,69% |
02/08/2024 | 0,17% | 6,63 CHF | 6,64 CHF | 145 000 | 145 000 | 48 158 | 48 158 | 325 732 CHF | 326 250 CHF | 99,58% | 99,58% |
30/07/2024 | 0,14% | 7,10 CHF | 7,11 CHF | 135 000 | 135 000 | 47 094 | 47 094 | 338 628 CHF | 339 100 CHF | 99,99% | 99,99% |