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 | 25,02% | 0,04 CHF | 0,05 CHF | 1 770 000 | 1 770 000 | 1 761 480 | 1 761 480 | 61 652 CHF | 79 276 CHF | 100,00% | 100,00% |
14/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 683 900 | 1 683 900 | 1 693 730 | 1 693 730 | 59 281 CHF | 76 218 CHF | 99,72% | 99,72% |
13/08/2024 | 23,44% | 0,04 CHF | 0,05 CHF | 1 468 200 | 1 468 200 | 1 485 050 | 1 485 050 | 56 164 CHF | 71 015 CHF | 100,00% | 100,00% |
12/08/2024 | 22,68% | 0,04 CHF | 0,05 CHF | 1 621 600 | 1 621 600 | 1 605 550 | 1 605 550 | 62 942 CHF | 79 005 CHF | 99,10% | 99,10% |
09/08/2024 | 24,54% | 0,04 CHF | 0,05 CHF | 1 518 100 | 1 518 100 | 1 506 020 | 1 506 020 | 53 962 CHF | 69 023 CHF | 100,00% | 100,00% |
08/08/2024 | 22,15% | 0,04 CHF | 0,05 CHF | 1 573 600 | 1 573 600 | 1 582 360 | 1 582 360 | 63 596 CHF | 79 425 CHF | 99,98% | 99,98% |
07/08/2024 | 24,97% | 0,04 CHF | 0,05 CHF | 1 706 500 | 1 706 500 | 1 688 090 | 1 688 090 | 59 179 CHF | 76 059 CHF | 100,00% | 100,00% |
06/08/2024 | 25,31% | 0,04 CHF | 0,05 CHF | 1 897 800 | 1 897 800 | 1 885 180 | 1 885 180 | 65 164 CHF | 84 015 CHF | 100,00% | 100,00% |
02/08/2024 | 27,56% | 0,04 CHF | 0,05 CHF | 1 854 900 | 1 854 900 | 1 829 330 | 1 829 330 | 57 455 CHF | 75 748 CHF | 99,95% | 99,95% |
30/07/2024 | 28,69% | 0,03 CHF | 0,04 CHF | 2 709 600 | 2 709 600 | 2 744 790 | 2 744 790 | 81 999 CHF | 109 447 CHF | 100,00% | 100,00% |