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 | 0,70% | 10,10 CHF | 10,13 CHF | 150 000 | 150 000 | 123 035 | 123 035 | 1 295 960 CHF | 1 300 000 CHF | 99,99% | 99,99% |
14/08/2024 | 0,69% | 10,39 CHF | 10,42 CHF | 150 000 | 150 000 | 122 931 | 122 931 | 1 289 430 CHF | 1 293 470 CHF | 99,62% | 99,62% |
13/08/2024 | 0,71% | 10,70 CHF | 10,73 CHF | 150 000 | 150 000 | 122 998 | 122 998 | 1 298 370 CHF | 1 302 430 CHF | 99,98% | 99,98% |
12/08/2024 | 0,69% | 10,64 CHF | 10,67 CHF | 150 000 | 150 000 | 123 511 | 123 511 | 1 301 560 CHF | 1 305 620 CHF | 99,05% | 99,05% |
09/08/2024 | 0,74% | 10,50 CHF | 10,53 CHF | 150 000 | 150 000 | 123 068 | 123 068 | 1 266 070 CHF | 1 270 120 CHF | 99,82% | 99,82% |
08/08/2024 | 0,72% | 9,27 CHF | 9,30 CHF | 150 000 | 150 000 | 123 276 | 123 276 | 1 209 030 CHF | 1 213 070 CHF | 99,41% | 99,41% |
07/08/2024 | 0,76% | 10,73 CHF | 10,76 CHF | 150 000 | 150 000 | 122 958 | 122 958 | 1 254 200 CHF | 1 258 240 CHF | 99,92% | 99,92% |
06/08/2024 | 0,82% | 9,28 CHF | 9,31 CHF | 150 000 | 150 000 | 122 941 | 122 941 | 1 111 120 CHF | 1 115 150 CHF | 99,73% | 99,73% |
02/08/2024 | 0,91% | 8,06 CHF | 8,09 CHF | 150 000 | 150 000 | 122 914 | 122 914 | 1 024 440 CHF | 1 028 490 CHF | 99,62% | 99,62% |
30/07/2024 | 0,84% | 9,37 CHF | 9,40 CHF | 150 000 | 150 000 | 122 871 | 122 871 | 1 113 410 CHF | 1 117 470 CHF | 99,56% | 99,56% |