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 | 20,02% | 0,05 CHF | 0,06 CHF | 2 314 500 | 2 314 500 | 2 258 570 | 2 258 570 | 101 636 CHF | 124 234 CHF | 100,00% | 100,00% |
14/08/2024 | 20,19% | 0,04 CHF | 0,05 CHF | 2 370 500 | 2 370 500 | 2 284 310 | 2 284 310 | 101 765 CHF | 124 608 CHF | 99,69% | 99,69% |
13/08/2024 | 20,36% | 0,04 CHF | 0,05 CHF | 2 299 000 | 2 299 000 | 2 242 540 | 2 242 540 | 99 042 CHF | 121 467 CHF | 99,73% | 99,73% |
12/08/2024 | 20,19% | 0,05 CHF | 0,06 CHF | 2 387 500 | 2 387 500 | 2 328 810 | 2 328 810 | 103 770 CHF | 127 059 CHF | 99,01% | 99,01% |
09/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 2 457 200 | 2 457 200 | 2 414 760 | 2 414 760 | 96 590 CHF | 120 738 CHF | 100,00% | 100,00% |
08/08/2024 | 22,24% | 0,04 CHF | 0,05 CHF | 2 504 600 | 2 504 600 | 2 468 660 | 2 468 660 | 98 746 CHF | 123 442 CHF | 100,00% | 100,00% |
07/08/2024 | 22,24% | 0,04 CHF | 0,05 CHF | 2 584 800 | 2 584 800 | 2 554 750 | 2 554 750 | 102 115 CHF | 127 662 CHF | 100,00% | 100,00% |
06/08/2024 | 23,22% | 0,04 CHF | 0,05 CHF | 2 671 300 | 2 671 300 | 2 587 810 | 2 587 810 | 98 860 CHF | 124 738 CHF | 99,98% | 99,98% |
02/08/2024 | 18,96% | 0,05 CHF | 0,06 CHF | 2 156 400 | 2 156 400 | 2 044 670 | 2 044 670 | 97 688 CHF | 118 134 CHF | 100,00% | 100,00% |
30/07/2024 | 17,88% | 0,05 CHF | 0,06 CHF | 2 055 800 | 2 055 800 | 1 967 910 | 1 967 910 | 100 372 CHF | 120 052 CHF | 100,00% | 100,00% |