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 | 0,14% | 7,28 CHF | 7,29 CHF | 130 000 | 130 000 | 45 224 | 45 224 | 331 355 CHF | 331 808 CHF | 99,88% | 99,88% |
14/08/2024 | 0,15% | 7,13 CHF | 7,14 CHF | 130 000 | 130 000 | 46 182 | 46 182 | 325 340 CHF | 325 803 CHF | 99,73% | 99,73% |
13/08/2024 | 0,15% | 6,89 CHF | 6,90 CHF | 135 000 | 135 000 | 47 103 | 47 103 | 320 144 CHF | 320 616 CHF | 99,99% | 99,99% |
12/08/2024 | 0,15% | 6,78 CHF | 6,79 CHF | 135 000 | 135 000 | 47 202 | 47 202 | 318 061 CHF | 318 534 CHF | 99,02% | 99,02% |
09/08/2024 | 0,15% | 6,67 CHF | 6,68 CHF | 135 000 | 135 000 | 48 480 | 48 480 | 322 054 CHF | 322 540 CHF | 97,74% | 97,74% |
08/08/2024 | 0,16% | 6,57 CHF | 6,58 CHF | 140 000 | 140 000 | 49 016 | 49 016 | 316 147 CHF | 316 638 CHF | 99,94% | 99,94% |
07/08/2024 | 0,16% | 6,64 CHF | 6,65 CHF | 140 000 | 140 000 | 48 547 | 48 547 | 315 774 CHF | 316 260 CHF | 99,61% | 99,61% |
06/08/2024 | 0,19% | 6,14 CHF | 6,15 CHF | 145 000 | 145 000 | 49 792 | 49 792 | 305 377 CHF | 305 903 CHF | 99,63% | 99,63% |
02/08/2024 | 0,18% | 6,27 CHF | 6,28 CHF | 145 000 | 145 000 | 48 123 | 48 123 | 308 045 CHF | 308 563 CHF | 99,56% | 99,56% |
30/07/2024 | 0,15% | 6,73 CHF | 6,74 CHF | 135 000 | 135 000 | 47 101 | 47 101 | 321 214 CHF | 321 686 CHF | 100,00% | 100,00% |