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 | 11,98% | 0,08 CHF | 0,09 CHF | 1 897 700 | 1 897 700 | 848 324 | 848 324 | 67 880 CHF | 76 381 CHF | 99,89% | 99,89% |
14/08/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 1 798 500 | 1 798 500 | 806 848 | 806 848 | 66 028 CHF | 74 115 CHF | 99,27% | 99,27% |
13/08/2024 | 11,93% | 0,09 CHF | 0,10 CHF | 1 877 200 | 1 877 200 | 840 424 | 840 424 | 67 923 CHF | 76 343 CHF | 99,99% | 99,99% |
12/08/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 1 847 400 | 1 847 400 | 825 167 | 825 167 | 66 013 CHF | 74 290 CHF | 99,89% | 99,89% |
09/08/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 1 789 700 | 1 789 700 | 802 255 | 802 255 | 65 922 CHF | 73 959 CHF | 99,88% | 99,88% |
08/08/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 1 901 600 | 1 901 600 | 865 254 | 865 254 | 66 863 CHF | 75 535 CHF | 100,00% | 100,00% |
07/08/2024 | 11,97% | 0,08 CHF | 0,09 CHF | 1 946 200 | 1 946 200 | 860 599 | 860 599 | 68 848 CHF | 77 470 CHF | 100,00% | 100,00% |
06/08/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 1 996 000 | 1 996 000 | 893 355 | 893 355 | 68 956 CHF | 77 906 CHF | 100,00% | 100,00% |
02/08/2024 | 12,71% | 0,09 CHF | 0,10 CHF | 1 595 200 | 1 595 200 | 522 869 | 522 869 | 48 227 CHF | 53 976 CHF | 99,99% | 99,99% |
30/07/2024 | 8,93% | 0,11 CHF | 0,12 CHF | 1 419 300 | 1 419 300 | 625 504 | 625 504 | 68 015 CHF | 74 282 CHF | 99,89% | 99,89% |