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 | 33,36% | 0,03 CHF | 0,04 CHF | 2 284 600 | 2 284 600 | 2 254 820 | 2 254 820 | 56 371 CHF | 78 931 CHF | 100,00% | 100,00% |
14/08/2024 | 34,85% | 0,02 CHF | 0,03 CHF | 1 897 100 | 1 897 100 | 1 835 880 | 1 835 880 | 43 752 CHF | 62 111 CHF | 98,66% | 98,66% |
13/08/2024 | 28,59% | 0,03 CHF | 0,04 CHF | 1 774 800 | 1 774 800 | 1 768 450 | 1 768 450 | 53 022 CHF | 70 706 CHF | 100,00% | 100,00% |
12/08/2024 | 31,31% | 0,03 CHF | 0,04 CHF | 1 861 700 | 1 861 700 | 1 869 120 | 1 869 120 | 50 719 CHF | 69 420 CHF | 99,90% | 99,90% |
09/08/2024 | 32,88% | 0,03 CHF | 0,04 CHF | 1 846 800 | 1 846 800 | 1 844 180 | 1 844 180 | 46 991 CHF | 65 433 CHF | 100,00% | 100,00% |
08/08/2024 | 33,35% | 0,03 CHF | 0,04 CHF | 1 868 600 | 1 868 600 | 1 888 250 | 1 888 250 | 47 206 CHF | 66 096 CHF | 100,00% | 100,00% |
07/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 2 031 200 | 2 031 200 | 2 057 680 | 2 057 680 | 51 442 CHF | 72 019 CHF | 100,00% | 100,00% |
06/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 2 151 500 | 2 151 500 | 2 141 690 | 2 141 690 | 53 542 CHF | 74 959 CHF | 99,99% | 99,99% |
02/08/2024 | 29,32% | 0,03 CHF | 0,04 CHF | 1 446 600 | 1 446 600 | 1 409 100 | 1 409 100 | 41 397 CHF | 55 488 CHF | 99,39% | 99,39% |
30/07/2024 | 23,33% | 0,04 CHF | 0,05 CHF | 1 334 400 | 1 334 400 | 1 328 910 | 1 328 910 | 50 523 CHF | 63 813 CHF | 100,00% | 100,00% |