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 | 0,44% | 11,89 CHF | 11,94 CHF | 42 500 | 42 500 | 42 500 | 42 500 | 483 980 CHF | 486 105 CHF | 98,97% | 98,97% |
14/08/2024 | 0,13% | 11,07 CHF | 11,12 CHF | 42 500 | 42 500 | 42 409 | 42 409 | 470 209 CHF | 470 806 CHF | 90,48% | 90,48% |
13/08/2024 | 0,09% | 10,90 CHF | 10,91 CHF | 42 500 | 42 500 | 42 500 | 42 500 | 452 977 CHF | 453 402 CHF | 100,00% | 100,00% |
12/08/2024 | 0,09% | 10,66 CHF | 10,67 CHF | 42 500 | 42 500 | 42 500 | 42 500 | 448 612 CHF | 449 037 CHF | 99,18% | 99,18% |
09/08/2024 | 0,10% | 10,34 CHF | 10,35 CHF | 42 500 | 42 500 | 42 422 | 42 422 | 438 191 CHF | 438 616 CHF | 99,11% | 99,11% |
08/08/2024 | 0,11% | 10,06 CHF | 10,07 CHF | 42 500 | 42 500 | 42 416 | 42 416 | 402 743 CHF | 403 167 CHF | 98,87% | 98,87% |
07/08/2024 | 0,10% | 10,29 CHF | 10,30 CHF | 45 000 | 45 000 | 44 759 | 44 759 | 458 527 CHF | 458 976 CHF | 34,10% | 99,87% |
06/08/2024 | - | 9,71 CHF | - CHF | 180 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,31% |
02/08/2024 | 0,22% | 10,06 CHF | 10,11 CHF | 4 250 | 4 250 | 30 056 | 30 056 | 317 465 CHF | 317 821 CHF | 98,89% | 98,89% |
30/07/2024 | 0,09% | 11,33 CHF | 11,34 CHF | 42 500 | 42 500 | 42 421 | 42 421 | 497 506 CHF | 497 931 CHF | 99,98% | 99,98% |