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 | 5,52% | 0,19 CHF | 0,20 CHF | 595 800 | 595 800 | 264 875 | 264 875 | 49 109 CHF | 51 795 CHF | 99,90% | 99,90% |
14/08/2024 | 6,33% | 0,16 CHF | 0,17 CHF | 627 900 | 627 900 | 282 933 | 282 933 | 43 890 CHF | 46 726 CHF | 99,27% | 99,27% |
13/08/2024 | 7,21% | 0,16 CHF | 0,17 CHF | 720 200 | 720 200 | 333 142 | 333 142 | 47 051 CHF | 50 389 CHF | 100,00% | 100,00% |
12/08/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 764 800 | 764 800 | 340 901 | 340 901 | 44 820 CHF | 48 239 CHF | 99,80% | 99,80% |
09/08/2024 | 7,58% | 0,13 CHF | 0,14 CHF | 781 500 | 781 500 | 346 742 | 346 742 | 44 591 CHF | 48 065 CHF | 99,90% | 99,90% |
08/08/2024 | 8,11% | 0,13 CHF | 0,14 CHF | 830 700 | 830 700 | 374 236 | 374 236 | 45 750 CHF | 49 500 CHF | 100,00% | 100,00% |
07/08/2024 | 8,06% | 0,13 CHF | 0,14 CHF | 821 100 | 821 100 | 375 637 | 375 637 | 46 339 CHF | 50 103 CHF | 99,99% | 99,99% |
06/08/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 885 100 | 885 100 | 400 883 | 400 883 | 46 485 CHF | 50 502 CHF | 99,84% | 99,84% |
02/08/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 792 100 | 792 100 | 350 479 | 350 479 | 42 872 CHF | 46 392 CHF | 99,99% | 99,99% |
30/07/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 761 400 | 761 400 | 340 534 | 340 534 | 44 879 CHF | 48 291 CHF | 99,90% | 99,90% |