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 | 0,29% | 12,81 CHF | 12,84 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 87 391 CHF | 87 648 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 11,90 CHF | 11,93 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 83 805 CHF | 84 053 CHF | 100,00% | 100,00% |
13/08/2024 | 0,31% | 11,53 CHF | 11,57 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 78 444 CHF | 78 687 CHF | 100,00% | 100,00% |
12/08/2024 | 0,31% | 11,63 CHF | 11,67 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 82 649 CHF | 82 902 CHF | 100,00% | 100,00% |
09/08/2024 | 0,33% | 11,97 CHF | 12,00 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 83 222 CHF | 83 494 CHF | 100,00% | 100,00% |
08/08/2024 | 0,37% | 11,34 CHF | 11,38 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 74 157 CHF | 74 429 CHF | 100,00% | 100,00% |
07/08/2024 | 0,29% | 11,72 CHF | 11,75 CHF | 7 000 | 7 000 | 7 624 | 7 624 | 85 183 CHF | 85 430 CHF | 99,75% | 99,75% |
06/08/2024 | 0,32% | 10,33 CHF | 10,36 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 79 670 CHF | 79 921 CHF | 100,00% | 100,00% |
02/08/2024 | 0,33% | 11,29 CHF | 11,33 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 75 533 CHF | 75 783 CHF | 100,00% | 100,00% |
31/07/2024 | 5,95% | 13,82 CHF | 14,65 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 81 681 CHF | 86 689 CHF | 43,98% | 43,98% |