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 | 3,87% | 0,12 CHF | 0,12 CHF | 791 300 | 791 300 | 784 825 | 784 825 | 99 677 CHF | 103 603 CHF | 100,00% | 100,00% |
14/08/2024 | 3,82% | 0,14 CHF | 0,14 CHF | 783 400 | 783 400 | 790 210 | 790 210 | 101 397 CHF | 105 348 CHF | 98,44% | 98,44% |
13/08/2024 | 3,77% | 0,13 CHF | 0,14 CHF | 792 300 | 792 300 | 789 497 | 789 497 | 102 631 CHF | 106 579 CHF | 100,00% | 100,00% |
12/08/2024 | 3,83% | 0,13 CHF | 0,13 CHF | 788 600 | 788 600 | 747 921 | 747 921 | 95 969 CHF | 99 711 CHF | 98,69% | 98,69% |
09/08/2024 | 3,69% | 0,14 CHF | 0,14 CHF | 735 500 | 735 500 | 726 686 | 726 686 | 96 619 CHF | 100 252 CHF | 99,95% | 99,95% |
08/08/2024 | 3,65% | 0,13 CHF | 0,14 CHF | 724 000 | 724 000 | 736 067 | 736 067 | 99 243 CHF | 102 925 CHF | 100,00% | 100,00% |
07/08/2024 | 3,59% | 0,13 CHF | 0,14 CHF | 740 200 | 740 200 | 691 902 | 691 902 | 94 619 CHF | 98 078 CHF | 100,00% | 100,00% |
06/08/2024 | 3,53% | 0,14 CHF | 0,14 CHF | 676 800 | 676 800 | 693 996 | 693 996 | 96 712 CHF | 100 182 CHF | 99,99% | 99,99% |
02/08/2024 | 4,24% | 0,13 CHF | 0,13 CHF | 914 800 | 914 800 | 922 395 | 922 395 | 106 548 CHF | 111 160 CHF | 100,00% | 100,00% |
30/07/2024 | 3,91% | 0,13 CHF | 0,13 CHF | 845 800 | 845 800 | 794 862 | 794 862 | 99 758 CHF | 103 732 CHF | 100,00% | 100,00% |