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 | 12,26% | 0,08 CHF | 0,09 CHF | 969 700 | 969 700 | 981 219 | 981 219 | 75 258 CHF | 85 075 CHF | 100,00% | 100,00% |
14/08/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 1 011 800 | 1 011 800 | 1 011 800 | 1 011 800 | 75 885 CHF | 86 003 CHF | 99,26% | 99,26% |
13/08/2024 | 12,59% | 0,08 CHF | 0,09 CHF | 1 012 500 | 1 012 500 | 1 020 700 | 1 020 700 | 75 968 CHF | 86 175 CHF | 100,00% | 100,00% |
12/08/2024 | 12,51% | 0,08 CHF | 0,09 CHF | 1 011 300 | 1 011 300 | 1 010 810 | 1 010 810 | 75 811 CHF | 85 924 CHF | 100,00% | 100,00% |
09/08/2024 | 12,43% | 0,08 CHF | 0,09 CHF | 1 021 200 | 1 021 200 | 1 008 910 | 1 008 910 | 76 133 CHF | 86 222 CHF | 99,99% | 99,99% |
08/08/2024 | 13,06% | 0,08 CHF | 0,09 CHF | 1 018 700 | 1 018 700 | 1 018 270 | 1 018 270 | 73 025 CHF | 83 211 CHF | 100,00% | 100,00% |
07/08/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 1 081 700 | 1 081 700 | 1 096 140 | 1 096 140 | 81 126 CHF | 92 087 CHF | 100,00% | 100,00% |
06/08/2024 | 13,86% | 0,07 CHF | 0,08 CHF | 1 077 300 | 1 077 300 | 1 084 170 | 1 084 170 | 72 895 CHF | 83 737 CHF | 99,98% | 99,98% |
02/08/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 908 300 | 908 300 | 892 059 | 892 059 | 70 234 CHF | 79 154 CHF | 99,97% | 99,97% |
30/07/2024 | 9,07% | 0,11 CHF | 0,12 CHF | 726 500 | 726 500 | 726 074 | 726 074 | 76 415 CHF | 83 675 CHF | 100,00% | 100,00% |