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 | 0,62% | 11,37 CHF | 11,40 CHF | 150 000 | 150 000 | 123 036 | 123 036 | 1 451 380 CHF | 1 455 420 CHF | 99,99% | 99,99% |
14/08/2024 | 0,62% | 11,64 CHF | 11,67 CHF | 150 000 | 150 000 | 122 932 | 122 932 | 1 443 710 CHF | 1 447 740 CHF | 99,61% | 99,61% |
13/08/2024 | 0,64% | 11,95 CHF | 11,98 CHF | 150 000 | 150 000 | 123 002 | 123 002 | 1 453 400 CHF | 1 457 460 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 11,91 CHF | 11,94 CHF | 150 000 | 150 000 | 123 516 | 123 516 | 1 457 620 CHF | 1 461 690 CHF | 99,05% | 99,05% |
09/08/2024 | 0,66% | 11,76 CHF | 11,79 CHF | 150 000 | 150 000 | 123 077 | 123 077 | 1 420 800 CHF | 1 424 840 CHF | 99,85% | 99,85% |
08/08/2024 | 0,64% | 10,52 CHF | 10,55 CHF | 150 000 | 150 000 | 123 289 | 123 289 | 1 363 250 CHF | 1 367 290 CHF | 99,46% | 99,46% |
07/08/2024 | 0,67% | 11,99 CHF | 12,02 CHF | 150 000 | 150 000 | 122 966 | 122 966 | 1 408 330 CHF | 1 412 370 CHF | 99,94% | 99,94% |
06/08/2024 | 0,72% | 10,52 CHF | 10,55 CHF | 150 000 | 150 000 | 122 980 | 122 980 | 1 263 970 CHF | 1 268 010 CHF | 99,80% | 99,80% |
02/08/2024 | 0,79% | 9,30 CHF | 9,33 CHF | 150 000 | 150 000 | 122 926 | 122 926 | 1 179 360 CHF | 1 183 420 CHF | 99,62% | 99,62% |
30/07/2024 | 0,74% | 10,65 CHF | 10,68 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 271 430 CHF | 1 275 480 CHF | 99,57% | 99,57% |