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 | 0,99% | 27,20 CHF | 27,47 CHF | 20 000 | 20 000 | 19 993 | 19 837 | 541 483 CHF | 542 630 CHF | 100,00% | 100,00% |
14/08/2024 | 1,00% | 26,95 CHF | 27,22 CHF | 19 999 | 19 531 | 19 999 | 19 594 | 538 417 CHF | 532 792 CHF | 100,00% | 100,00% |
13/08/2024 | 1,00% | 26,85 CHF | 27,12 CHF | 19 548 | 17 923 | 19 624 | 18 107 | 525 745 CHF | 489 988 CHF | 100,00% | 100,00% |
12/08/2024 | 1,00% | 26,83 CHF | 27,10 CHF | 19 940 | 12 529 | 19 942 | 13 617 | 533 883 CHF | 368 209 CHF | 100,00% | 100,00% |
09/08/2024 | 1,01% | 26,68 CHF | 26,95 CHF | 19 778 | 17 442 | 19 784 | 18 670 | 527 565 CHF | 502 902 CHF | 100,00% | 100,00% |
08/08/2024 | 0,99% | 26,60 CHF | 26,87 CHF | 20 000 | 20 000 | 19 973 | 19 940 | 526 518 CHF | 530 892 CHF | 100,00% | 100,00% |
07/08/2024 | 1,01% | 26,66 CHF | 26,93 CHF | 19 900 | 18 205 | 19 902 | 18 729 | 526 254 CHF | 500 173 CHF | 100,00% | 100,00% |
06/08/2024 | 0,99% | 26,22 CHF | 26,48 CHF | 19 997 | 14 411 | 19 997 | 17 848 | 523 273 CHF | 471 735 CHF | 100,00% | 100,00% |
02/08/2024 | 1,00% | 26,60 CHF | 26,87 CHF | 16 188 | 16 366 | 19 203 | 19 391 | 516 741 CHF | 527 021 CHF | 100,00% | 100,00% |
30/07/2024 | 0,98% | 27,31 CHF | 27,58 CHF | 19 795 | 13 725 | 19 844 | 14 370 | 541 626 CHF | 396 114 CHF | 100,00% | 100,00% |