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 | 8,28% | 0,12 CHF | 0,13 CHF | 837 800 | 418 900 | 815 413 | 407 707 | 94 635 CHF | 51 397 CHF | 99,91% | 99,91% |
14/08/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 803 300 | 401 650 | 784 854 | 392 427 | 94 183 CHF | 51 016 CHF | 99,71% | 99,71% |
13/08/2024 | 7,86% | 0,13 CHF | 0,14 CHF | 849 300 | 424 650 | 827 404 | 413 702 | 101 132 CHF | 54 703 CHF | 99,99% | 99,99% |
12/08/2024 | 8,06% | 0,12 CHF | 0,13 CHF | 809 300 | 404 650 | 787 104 | 393 552 | 93 760 CHF | 50 815 CHF | 99,02% | 99,02% |
09/08/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 811 000 | 405 500 | 788 336 | 394 168 | 94 798 CHF | 51 341 CHF | 100,00% | 100,00% |
08/08/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 792 000 | 396 000 | 783 470 | 391 735 | 98 862 CHF | 53 350 CHF | 99,93% | 99,93% |
07/08/2024 | 7,32% | 0,13 CHF | 0,14 CHF | 645 800 | 322 900 | 639 755 | 319 878 | 84 275 CHF | 45 336 CHF | 99,99% | 99,99% |
06/08/2024 | 6,49% | 0,14 CHF | 0,16 CHF | 631 100 | 315 550 | 617 503 | 308 752 | 92 039 CHF | 49 107 CHF | 99,97% | 99,97% |
02/08/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 729 400 | 364 700 | 705 661 | 352 830 | 98 745 CHF | 52 901 CHF | 99,98% | 99,98% |
30/07/2024 | 7,14% | 0,14 CHF | 0,14 CHF | 749 900 | 374 950 | 730 199 | 365 099 | 98 570 CHF | 52 936 CHF | 99,99% | 99,99% |