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 | 4,01% | 0,25 CHF | 0,26 CHF | 406 300 | 406 300 | 411 635 | 411 635 | 100 803 CHF | 104 922 CHF | 100,00% | 100,00% |
14/08/2024 | 4,18% | 0,25 CHF | 0,26 CHF | 422 000 | 422 000 | 422 152 | 422 152 | 98 869 CHF | 103 090 CHF | 99,26% | 99,26% |
13/08/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 446 700 | 446 700 | 453 292 | 453 292 | 105 200 CHF | 109 733 CHF | 99,99% | 99,99% |
12/08/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 443 300 | 443 300 | 443 086 | 443 086 | 99 103 CHF | 103 536 CHF | 99,94% | 99,94% |
09/08/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 454 500 | 454 500 | 454 791 | 454 791 | 100 421 CHF | 104 968 CHF | 99,99% | 99,99% |
08/08/2024 | 4,68% | 0,22 CHF | 0,23 CHF | 469 900 | 469 900 | 470 455 | 470 455 | 98 198 CHF | 102 905 CHF | 99,97% | 99,97% |
07/08/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 506 700 | 506 700 | 512 346 | 512 346 | 101 738 CHF | 106 861 CHF | 99,99% | 99,99% |
06/08/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 504 800 | 504 800 | 504 137 | 504 137 | 93 375 CHF | 98 417 CHF | 99,94% | 99,94% |
02/08/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 459 600 | 459 600 | 458 879 | 458 879 | 106 965 CHF | 111 554 CHF | 99,96% | 99,96% |
30/07/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 444 600 | 444 600 | 438 190 | 438 190 | 100 544 CHF | 104 926 CHF | 100,00% | 100,00% |