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 | 6,80% | 0,14 CHF | 0,16 CHF | 590 400 | 590 400 | 590 081 | 590 081 | 83 915 CHF | 89 819 CHF | 100,00% | 100,00% |
14/08/2024 | 7,21% | 0,14 CHF | 0,14 CHF | 613 900 | 613 900 | 613 900 | 613 900 | 82 063 CHF | 88 202 CHF | 99,27% | 99,27% |
13/08/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 616 600 | 616 600 | 616 600 | 616 600 | 79 977 CHF | 86 143 CHF | 100,00% | 100,00% |
12/08/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 596 700 | 596 700 | 596 406 | 596 406 | 77 365 CHF | 83 332 CHF | 100,00% | 100,00% |
09/08/2024 | 7,26% | 0,14 CHF | 0,14 CHF | 630 100 | 630 100 | 630 100 | 630 100 | 83 697 CHF | 89 998 CHF | 100,00% | 100,00% |
08/08/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 638 400 | 638 400 | 638 165 | 638 165 | 77 728 CHF | 84 112 CHF | 100,00% | 100,00% |
07/08/2024 | 7,97% | 0,13 CHF | 0,14 CHF | 695 500 | 695 500 | 699 133 | 699 133 | 84 281 CHF | 91 272 CHF | 99,99% | 99,99% |
06/08/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 740 000 | 740 000 | 739 421 | 739 421 | 81 776 CHF | 89 170 CHF | 99,95% | 99,95% |
02/08/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 644 600 | 644 600 | 644 600 | 644 600 | 85 217 CHF | 91 663 CHF | 99,96% | 99,96% |
30/07/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 606 400 | 606 400 | 606 400 | 606 400 | 85 013 CHF | 91 077 CHF | 100,00% | 100,00% |