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 | 6,73% | 0,09 CHF | 0,09 CHF | 2 035 800 | 2 035 800 | 2 035 050 | 2 035 050 | 147 818 CHF | 157 997 CHF | 100,00% | 100,00% |
14/08/2024 | 7,40% | 0,07 CHF | 0,07 CHF | 2 121 700 | 2 121 700 | 2 121 700 | 2 121 700 | 138 054 CHF | 148 663 CHF | 98,52% | 98,52% |
13/08/2024 | 7,90% | 0,06 CHF | 0,07 CHF | 2 176 500 | 2 176 500 | 2 176 500 | 2 176 500 | 132 394 CHF | 143 276 CHF | 100,00% | 100,00% |
12/08/2024 | 7,81% | 0,06 CHF | 0,07 CHF | 2 213 000 | 2 213 000 | 2 213 000 | 2 213 000 | 136 289 CHF | 147 354 CHF | 99,20% | 99,20% |
09/08/2024 | 8,06% | 0,06 CHF | 0,07 CHF | 2 349 100 | 2 349 100 | 2 349 100 | 2 349 100 | 140 246 CHF | 151 992 CHF | 99,99% | 99,99% |
08/08/2024 | 9,26% | 0,06 CHF | 0,06 CHF | 2 285 500 | 2 285 500 | 2 285 070 | 2 285 070 | 118 529 CHF | 129 957 CHF | 98,68% | 98,68% |
07/08/2024 | 8,67% | 0,06 CHF | 0,07 CHF | 2 967 100 | 2 967 100 | 2 967 100 | 2 967 100 | 164 236 CHF | 179 071 CHF | 100,00% | 100,00% |
06/08/2024 | 10,70% | 0,05 CHF | 0,05 CHF | 2 727 900 | 2 727 900 | 2 727 900 | 2 727 900 | 121 503 CHF | 135 143 CHF | 100,00% | 100,00% |
02/08/2024 | 5,61% | 0,06 CHF | 0,07 CHF | 1 043 300 | 1 043 300 | 1 043 300 | 1 043 300 | 93 416 CHF | 98 632 CHF | 99,95% | 99,95% |
30/07/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 531 100 | 531 100 | 531 100 | 531 100 | 164 831 CHF | 170 142 CHF | 100,00% | 100,00% |