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 | 2,56% | 0,41 CHF | 0,42 CHF | 1 074 100 | 1 074 100 | 1 073 520 | 1 073 520 | 415 764 CHF | 426 505 CHF | 100,00% | 100,00% |
14/08/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 1 086 500 | 1 086 500 | 1 086 500 | 1 086 500 | 402 803 CHF | 413 668 CHF | 98,51% | 98,51% |
13/08/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 1 094 100 | 1 094 100 | 1 094 100 | 1 094 100 | 395 649 CHF | 406 590 CHF | 100,00% | 100,00% |
12/08/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 1 099 000 | 1 099 000 | 1 099 000 | 1 099 000 | 399 292 CHF | 410 985 CHF | 99,31% | 99,31% |
09/08/2024 | 4,15% | 0,36 CHF | 0,37 CHF | 1 117 500 | 1 117 500 | 1 117 500 | 1 117 500 | 395 205 CHF | 411 968 CHF | 100,00% | 100,00% |
08/08/2024 | 4,37% | 0,35 CHF | 0,36 CHF | 1 109 200 | 1 109 200 | 1 108 790 | 1 108 790 | 372 965 CHF | 389 601 CHF | 98,69% | 98,69% |
07/08/2024 | 4,26% | 0,36 CHF | 0,37 CHF | 1 199 400 | 1 199 400 | 1 199 400 | 1 199 400 | 413 363 CHF | 431 354 CHF | 100,00% | 100,00% |
06/08/2024 | 4,68% | 0,32 CHF | 0,33 CHF | 1 173 000 | 1 173 000 | 1 173 000 | 1 173 000 | 367 735 CHF | 385 330 CHF | 99,99% | 99,99% |
02/08/2024 | 3,88% | 0,35 CHF | 0,36 CHF | 947 300 | 947 300 | 947 300 | 947 300 | 359 882 CHF | 374 092 CHF | 99,99% | 99,99% |
30/07/2024 | 2,73% | 0,55 CHF | 0,56 CHF | 821 100 | 821 100 | 821 100 | 821 100 | 444 605 CHF | 456 921 CHF | 100,00% | 100,00% |