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 | 25,02% | 0,04 CHF | 0,05 CHF | 2 786 400 | 2 786 400 | 2 773 460 | 2 773 460 | 97 071 CHF | 124 821 CHF | 100,00% | 100,00% |
14/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 2 872 500 | 2 872 500 | 2 860 630 | 2 860 630 | 100 122 CHF | 128 728 CHF | 99,73% | 99,73% |
13/08/2024 | 26,92% | 0,04 CHF | 0,05 CHF | 2 995 200 | 2 995 200 | 2 987 180 | 2 987 180 | 96 549 CHF | 126 421 CHF | 100,00% | 100,00% |
12/08/2024 | 27,98% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 986 160 | 2 986 160 | 92 142 CHF | 122 017 CHF | 99,08% | 99,08% |
09/08/2024 | 27,86% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 987 620 | 2 987 620 | 92 554 CHF | 122 430 CHF | 100,00% | 100,00% |
08/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 986 530 | 2 986 530 | 89 665 CHF | 119 542 CHF | 100,00% | 100,00% |
07/08/2024 | 28,50% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 987 640 | 2 987 640 | 89 918 CHF | 119 795 CHF | 100,00% | 100,00% |
06/08/2024 | 28,52% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 2 987 580 | 2 987 580 | 89 843 CHF | 119 719 CHF | 100,00% | 100,00% |
02/08/2024 | 25,03% | 0,04 CHF | 0,05 CHF | 2 946 100 | 2 946 100 | 2 814 790 | 2 814 790 | 98 385 CHF | 126 533 CHF | 100,00% | 100,00% |
30/07/2024 | 22,91% | 0,04 CHF | 0,05 CHF | 2 663 300 | 2 663 300 | 2 652 360 | 2 652 360 | 102 783 CHF | 129 307 CHF | 100,00% | 100,00% |