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% | 9,45 CHF | 9,51 CHF | 13 000 | 13 000 | 12 995 | 12 995 | 124 751 CHF | 125 531 CHF | 99,98% | 99,98% |
14/08/2024 | 0,58% | 9,58 CHF | 9,64 CHF | 14 300 | 14 300 | 15 242 | 15 242 | 136 232 CHF | 137 030 CHF | 99,26% | 99,26% |
13/08/2024 | 0,61% | 8,47 CHF | 8,52 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 131 478 CHF | 132 278 CHF | 99,98% | 99,98% |
12/08/2024 | 0,62% | 8,14 CHF | 8,19 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 129 070 CHF | 129 870 CHF | 99,29% | 99,29% |
09/08/2024 | 0,62% | 8,25 CHF | 8,30 CHF | 17 100 | 17 100 | 17 100 | 17 100 | 136 805 CHF | 137 660 CHF | 99,94% | 99,94% |
08/08/2024 | 0,72% | 7,62 CHF | 7,67 CHF | 15 900 | 15 900 | 16 516 | 16 516 | 114 376 CHF | 115 202 CHF | 99,91% | 99,91% |
07/08/2024 | 0,59% | 8,35 CHF | 8,40 CHF | 17 300 | 17 300 | 17 300 | 17 300 | 145 135 CHF | 146 000 CHF | 99,93% | 99,93% |
06/08/2024 | 0,68% | 7,12 CHF | 7,17 CHF | 18 100 | 18 100 | 17 033 | 17 033 | 124 883 CHF | 125 735 CHF | 99,76% | 99,76% |
02/08/2024 | 0,71% | 9,57 CHF | 9,64 CHF | 12 600 | 12 600 | 12 048 | 12 048 | 117 988 CHF | 118 832 CHF | 99,65% | 99,65% |
30/07/2024 | 0,60% | 10,05 CHF | 10,11 CHF | 12 600 | 12 600 | 12 676 | 12 676 | 127 418 CHF | 128 179 CHF | 100,00% | 100,00% |