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 | 3,71% | 0,28 CHF | 0,29 CHF | 907 600 | 907 600 | 305 717 | 305 717 | 86 700 CHF | 89 769 CHF | 99,52% | 99,52% |
14/08/2024 | - | 0,20 CHF | - CHF | 1 031 600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,55% |
13/08/2024 | - | 0,20 CHF | - CHF | 1 077 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,51% |
12/08/2024 | - | 0,20 CHF | 0,21 CHF | 977 400 | 146 600 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,15% |
09/08/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 945 800 | 945 800 | 418 706 | 418 706 | 88 206 CHF | 92 401 CHF | 98,36% | 98,36% |
08/08/2024 | 5,03% | 0,22 CHF | 0,23 CHF | 1 003 700 | 1 003 700 | 452 163 | 452 163 | 92 217 CHF | 96 749 CHF | 99,98% | 99,98% |
07/08/2024 | 4,97% | 0,21 CHF | 0,22 CHF | 999 500 | 999 500 | 457 941 | 457 941 | 93 768 CHF | 98 356 CHF | 99,18% | 99,18% |
06/08/2024 | 5,51% | 0,20 CHF | 0,21 CHF | 1 077 500 | 1 077 500 | 481 233 | 481 233 | 92 927 CHF | 97 919 CHF | 99,92% | 99,92% |
02/08/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 801 800 | 801 800 | 324 499 | 324 499 | 81 929 CHF | 85 293 CHF | 99,93% | 99,93% |
30/07/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 696 000 | 696 000 | 314 261 | 314 261 | 90 898 CHF | 94 047 CHF | 99,89% | 99,89% |