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 | 6,39% | 0,16 CHF | 0,17 CHF | 989 700 | 989 700 | 313 266 | 313 266 | 48 769 CHF | 51 906 CHF | 99,64% | 99,64% |
14/08/2024 | 6,41% | 0,16 CHF | 0,17 CHF | 1 018 500 | 1 018 500 | 325 127 | 325 127 | 49 799 CHF | 53 057 CHF | 99,73% | 99,73% |
13/08/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 891 100 | 891 100 | 284 161 | 284 161 | 47 815 CHF | 50 660 CHF | 100,00% | 100,00% |
12/08/2024 | 5,93% | 0,18 CHF | 0,19 CHF | 950 100 | 950 100 | 304 209 | 304 209 | 51 934 CHF | 54 985 CHF | 98,99% | 98,99% |
09/08/2024 | 5,92% | 0,18 CHF | 0,19 CHF | 948 200 | 948 200 | 302 521 | 302 521 | 52 197 CHF | 55 227 CHF | 98,36% | 98,36% |
08/08/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 866 900 | 866 900 | 279 471 | 279 471 | 49 410 CHF | 52 209 CHF | 99,98% | 99,98% |
07/08/2024 | 5,31% | 0,18 CHF | 0,19 CHF | 1 537 200 | 1 537 200 | 433 147 | 433 147 | 80 083 CHF | 84 417 CHF | 97,96% | 97,96% |
06/08/2024 | - | 0,12 CHF | - CHF | 1 110 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,97% |
02/08/2024 | - | 0,13 CHF | - CHF | 1 604 900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,44% |
30/07/2024 | 10,71% | 0,09 CHF | 0,10 CHF | 1 676 900 | 1 676 900 | 535 603 | 535 603 | 48 295 CHF | 53 658 CHF | 99,89% | 99,89% |