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 | 0,36% | 14,32 CHF | 14,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 551 496 CHF | 553 496 CHF | 98,97% | 98,97% |
14/08/2024 | 0,11% | 13,45 CHF | 13,50 CHF | 40 000 | 40 000 | 39 914 | 39 914 | 537 117 CHF | 537 679 CHF | 90,49% | 90,49% |
13/08/2024 | 0,08% | 13,26 CHF | 13,27 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 520 539 CHF | 520 939 CHF | 100,00% | 100,00% |
12/08/2024 | 0,08% | 13,00 CHF | 13,01 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 515 808 CHF | 516 208 CHF | 99,20% | 99,20% |
09/08/2024 | 0,08% | 12,65 CHF | 12,66 CHF | 42 500 | 42 500 | 42 424 | 42 424 | 536 334 CHF | 536 759 CHF | 99,06% | 99,06% |
08/08/2024 | 0,09% | 12,38 CHF | 12,39 CHF | 42 500 | 42 500 | 42 420 | 42 420 | 500 087 CHF | 500 512 CHF | 98,89% | 98,89% |
07/08/2024 | 0,08% | 12,62 CHF | 12,63 CHF | 42 500 | 42 500 | 42 269 | 42 269 | 530 684 CHF | 531 108 CHF | 34,10% | 99,87% |
06/08/2024 | - | 11,96 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,48% |
02/08/2024 | 0,18% | 12,36 CHF | 12,41 CHF | 4 000 | 4 000 | 28 287 | 28 287 | 365 154 CHF | 365 489 CHF | 98,89% | 98,89% |
30/07/2024 | 0,07% | 13,75 CHF | 13,76 CHF | 40 000 | 40 000 | 39 926 | 39 926 | 565 107 CHF | 565 507 CHF | 99,97% | 99,97% |