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 | 27,75% | 0,04 CHF | 0,05 CHF | 2 188 900 | 2 188 900 | 2 202 520 | 2 202 520 | 68 654 CHF | 90 691 CHF | 100,00% | 100,00% |
14/08/2024 | 29,17% | 0,03 CHF | 0,04 CHF | 2 397 500 | 2 397 500 | 2 369 010 | 2 369 010 | 69 568 CHF | 93 259 CHF | 99,68% | 99,68% |
13/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 2 504 900 | 2 504 900 | 2 491 620 | 2 491 620 | 62 291 CHF | 87 207 CHF | 99,74% | 99,74% |
12/08/2024 | 32,99% | 0,03 CHF | 0,04 CHF | 2 338 700 | 2 338 700 | 2 303 910 | 2 303 910 | 58 467 CHF | 81 516 CHF | 99,26% | 99,26% |
09/08/2024 | 30,48% | 0,03 CHF | 0,04 CHF | 2 277 500 | 2 277 500 | 2 269 770 | 2 269 770 | 63 524 CHF | 86 221 CHF | 100,00% | 100,00% |
08/08/2024 | 32,96% | 0,03 CHF | 0,04 CHF | 2 159 800 | 2 159 800 | 2 178 230 | 2 178 230 | 55 336 CHF | 77 126 CHF | 99,98% | 99,98% |
07/08/2024 | 28,58% | 0,03 CHF | 0,04 CHF | 2 319 700 | 2 319 700 | 2 308 810 | 2 308 810 | 69 254 CHF | 92 342 CHF | 100,00% | 100,00% |
06/08/2024 | 32,24% | 0,03 CHF | 0,04 CHF | 2 294 800 | 2 294 800 | 2 292 190 | 2 292 190 | 59 933 CHF | 82 855 CHF | 99,99% | 99,99% |
02/08/2024 | 23,96% | 0,04 CHF | 0,05 CHF | 1 608 300 | 1 608 300 | 1 585 370 | 1 585 370 | 58 422 CHF | 74 276 CHF | 99,98% | 99,98% |
30/07/2024 | 15,62% | 0,06 CHF | 0,07 CHF | 1 081 100 | 1 081 100 | 1 076 650 | 1 076 650 | 63 623 CHF | 74 389 CHF | 100,00% | 100,00% |