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 | 0,47% | 7,90 CHF | 7,91 CHF | 44 000 | 44 000 | 17 685 | 17 685 | 138 726 CHF | 139 160 CHF | 99,89% | 99,89% |
14/08/2024 | 0,49% | 7,71 CHF | 7,72 CHF | 45 000 | 45 000 | 17 747 | 17 747 | 134 648 CHF | 135 082 CHF | 99,68% | 99,68% |
13/08/2024 | 0,53% | 7,14 CHF | 7,15 CHF | 48 000 | 48 000 | 19 369 | 19 369 | 134 775 CHF | 135 254 CHF | 99,98% | 99,98% |
12/08/2024 | 0,53% | 6,98 CHF | 6,99 CHF | 48 000 | 48 000 | 19 336 | 19 336 | 133 895 CHF | 134 371 CHF | 99,01% | 99,01% |
09/08/2024 | 0,51% | 6,90 CHF | 6,91 CHF | 49 000 | 49 000 | 19 872 | 19 872 | 137 401 CHF | 137 874 CHF | 93,25% | 93,25% |
08/08/2024 | 0,48% | 6,53 CHF | 6,54 CHF | 50 000 | 50 000 | 20 613 | 20 613 | 126 983 CHF | 127 396 CHF | 99,84% | 99,84% |
07/08/2024 | 0,46% | 6,20 CHF | 6,21 CHF | 52 000 | 52 000 | 20 713 | 20 713 | 134 563 CHF | 134 995 CHF | 94,31% | 94,31% |
06/08/2024 | 0,53% | 6,46 CHF | 6,47 CHF | 51 000 | 51 000 | 19 560 | 19 560 | 124 906 CHF | 125 317 CHF | 99,01% | 99,01% |
02/08/2024 | 0,66% | 6,31 CHF | 6,32 CHF | 52 000 | 52 000 | 19 940 | 19 940 | 128 655 CHF | 129 212 CHF | 99,17% | 99,17% |
30/07/2024 | 0,41% | 8,39 CHF | 8,40 CHF | 42 000 | 42 000 | 15 979 | 15 979 | 140 672 CHF | 141 058 CHF | 99,84% | 99,84% |