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 | 0,32% | 13,10 CHF | 13,14 CHF | 33 900 | 33 900 | 33 886 | 33 886 | 419 311 CHF | 420 667 CHF | 99,96% | 99,96% |
14/08/2024 | 0,33% | 11,95 CHF | 11,99 CHF | 34 300 | 34 300 | 34 300 | 34 300 | 409 311 CHF | 410 683 CHF | 98,50% | 98,50% |
13/08/2024 | 0,35% | 11,65 CHF | 11,69 CHF | 34 600 | 34 600 | 34 600 | 34 600 | 400 196 CHF | 401 580 CHF | 100,00% | 100,00% |
12/08/2024 | 0,34% | 11,57 CHF | 11,61 CHF | 34 700 | 34 700 | 34 700 | 34 700 | 404 878 CHF | 406 266 CHF | 99,19% | 99,19% |
09/08/2024 | 0,35% | 11,49 CHF | 11,53 CHF | 35 300 | 35 300 | 35 300 | 35 300 | 405 354 CHF | 406 766 CHF | 99,98% | 99,98% |
08/08/2024 | 0,36% | 11,18 CHF | 11,22 CHF | 35 000 | 35 000 | 34 992 | 34 992 | 383 248 CHF | 384 648 CHF | 98,48% | 98,48% |
07/08/2024 | 0,36% | 11,57 CHF | 11,61 CHF | 37 900 | 37 900 | 37 900 | 37 900 | 423 355 CHF | 424 871 CHF | 99,95% | 99,95% |
06/08/2024 | 0,39% | 10,19 CHF | 10,23 CHF | 37 100 | 37 100 | 37 100 | 37 100 | 378 346 CHF | 379 830 CHF | 99,52% | 99,52% |
02/08/2024 | 0,32% | 11,21 CHF | 11,25 CHF | 29 900 | 29 900 | 29 900 | 29 900 | 368 314 CHF | 369 510 CHF | 99,62% | 99,62% |
30/07/2024 | 0,29% | 17,73 CHF | 17,78 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 454 500 CHF | 455 800 CHF | 100,00% | 100,00% |