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 | 8,34% | 0,11 CHF | 0,12 CHF | 652 500 | 652 500 | 649 467 | 649 467 | 74 638 CHF | 81 135 CHF | 100,00% | 100,00% |
14/08/2024 | 8,54% | 0,12 CHF | 0,13 CHF | 668 300 | 668 300 | 672 238 | 672 238 | 75 413 CHF | 82 135 CHF | 99,72% | 99,72% |
13/08/2024 | 8,99% | 0,11 CHF | 0,12 CHF | 722 000 | 722 000 | 730 266 | 730 266 | 77 597 CHF | 84 900 CHF | 100,00% | 100,00% |
12/08/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 707 300 | 707 300 | 700 280 | 700 280 | 73 559 CHF | 80 566 CHF | 99,10% | 99,10% |
09/08/2024 | 8,99% | 0,11 CHF | 0,12 CHF | 729 800 | 729 800 | 723 991 | 723 991 | 76 981 CHF | 84 221 CHF | 100,00% | 100,00% |
08/08/2024 | 9,69% | 0,10 CHF | 0,11 CHF | 727 800 | 727 800 | 732 004 | 732 004 | 71 974 CHF | 79 295 CHF | 99,99% | 99,99% |
07/08/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 685 600 | 685 600 | 678 197 | 678 197 | 74 357 CHF | 81 139 CHF | 99,99% | 99,99% |
06/08/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 647 100 | 647 100 | 642 807 | 642 807 | 71 148 CHF | 77 576 CHF | 100,00% | 100,00% |
02/08/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 633 600 | 633 600 | 624 869 | 624 869 | 75 237 CHF | 81 485 CHF | 99,99% | 99,99% |
30/07/2024 | 7,18% | 0,14 CHF | 0,16 CHF | 451 500 | 451 500 | 457 368 | 457 368 | 61 569 CHF | 66 142 CHF | 100,00% | 100,00% |