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 | 3,51% | 0,30 CHF | 0,31 CHF | 2 290 900 | 2 290 900 | 2 289 510 | 2 289 510 | 636 322 CHF | 658 954 CHF | 98,06% | 98,06% |
14/08/2024 | 2,12% | 0,27 CHF | 0,27 CHF | 2 485 500 | 2 485 500 | 2 485 500 | 2 485 500 | 642 614 CHF | 656 405 CHF | 99,18% | 99,18% |
13/08/2024 | 2,14% | 0,24 CHF | 0,25 CHF | 2 577 000 | 2 577 000 | 2 577 000 | 2 577 000 | 596 902 CHF | 609 787 CHF | 100,00% | 100,00% |
12/08/2024 | 2,07% | 0,24 CHF | 0,24 CHF | 2 492 500 | 2 492 500 | 2 492 500 | 2 492 500 | 597 238 CHF | 609 701 CHF | 99,23% | 99,23% |
09/08/2024 | 2,03% | 0,25 CHF | 0,25 CHF | 2 573 200 | 2 573 200 | 2 573 200 | 2 573 200 | 627 403 CHF | 640 269 CHF | 99,68% | 99,68% |
08/08/2024 | 2,31% | 0,23 CHF | 0,24 CHF | 2 497 300 | 2 497 300 | 2 496 350 | 2 496 350 | 536 185 CHF | 548 672 CHF | 99,99% | 99,99% |
07/08/2024 | 2,23% | 0,25 CHF | 0,25 CHF | 3 000 000 | 3 000 000 | 2 987 120 | 2 987 120 | 686 146 CHF | 701 124 CHF | 100,00% | 100,00% |
06/08/2024 | 2,61% | 0,20 CHF | 0,21 CHF | 2 916 300 | 2 916 300 | 2 916 300 | 2 916 300 | 553 260 CHF | 567 841 CHF | 99,92% | 99,92% |
02/08/2024 | 3,32% | 0,24 CHF | 0,24 CHF | 2 000 500 | 2 000 500 | 2 000 500 | 2 000 500 | 536 533 CHF | 554 750 CHF | 99,93% | 99,93% |
30/07/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 1 713 300 | 1 713 300 | 1 713 300 | 1 713 300 | 653 545 CHF | 670 678 CHF | 100,00% | 100,00% |