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 | 9,10% | 0,11 CHF | 0,12 CHF | 237 300 | 237 300 | 237 203 | 237 203 | 24 906 CHF | 27 280 CHF | 100,00% | 100,00% |
14/08/2024 | 9,35% | 0,11 CHF | 0,12 CHF | 245 500 | 245 500 | 247 617 | 247 617 | 25 249 CHF | 27 725 CHF | 99,26% | 99,26% |
13/08/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 251 100 | 251 100 | 251 087 | 251 087 | 25 325 CHF | 27 836 CHF | 100,00% | 100,00% |
12/08/2024 | 9,33% | 0,10 CHF | 0,11 CHF | 247 800 | 247 800 | 247 594 | 247 594 | 25 310 CHF | 27 786 CHF | 99,56% | 99,56% |
09/08/2024 | 9,57% | 0,10 CHF | 0,11 CHF | 258 700 | 258 700 | 258 955 | 258 955 | 25 773 CHF | 28 362 CHF | 100,00% | 100,00% |
08/08/2024 | 10,30% | 0,10 CHF | 0,11 CHF | 269 700 | 269 700 | 271 101 | 271 101 | 25 000 CHF | 27 712 CHF | 100,00% | 100,00% |
07/08/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 298 200 | 298 200 | 300 550 | 300 550 | 26 953 CHF | 29 959 CHF | 100,00% | 100,00% |
06/08/2024 | 11,31% | 0,09 CHF | 0,10 CHF | 304 300 | 304 300 | 304 407 | 304 407 | 25 418 CHF | 28 462 CHF | 99,99% | 99,99% |
02/08/2024 | 10,59% | 0,09 CHF | 0,10 CHF | 252 000 | 252 000 | 252 260 | 252 260 | 22 558 CHF | 25 081 CHF | 99,99% | 99,99% |
30/07/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 247 300 | 247 300 | 247 300 | 247 300 | 25 951 CHF | 28 424 CHF | 100,00% | 100,00% |