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 | 46,25% | 0,02 CHF | 0,03 CHF | 737 800 | 737 800 | 746 622 | 746 622 | 12 590 CHF | 20 059 CHF | 100,00% | 100,00% |
14/08/2024 | 43,83% | 0,02 CHF | 0,03 CHF | 730 200 | 730 200 | 730 520 | 730 520 | 13 209 CHF | 20 515 CHF | 99,27% | 99,27% |
13/08/2024 | 48,55% | 0,02 CHF | 0,03 CHF | 733 500 | 733 500 | 741 226 | 741 226 | 11 649 CHF | 19 061 CHF | 100,00% | 100,00% |
12/08/2024 | 46,86% | 0,02 CHF | 0,03 CHF | 712 300 | 712 300 | 696 765 | 696 765 | 11 537 CHF | 18 505 CHF | 98,50% | 98,50% |
09/08/2024 | 43,53% | 0,02 CHF | 0,03 CHF | 661 500 | 661 500 | 665 045 | 665 045 | 12 115 CHF | 18 765 CHF | 100,00% | 100,00% |
08/08/2024 | 46,50% | 0,02 CHF | 0,03 CHF | 628 700 | 628 700 | 636 430 | 636 430 | 10 649 CHF | 17 014 CHF | 100,00% | 100,00% |
07/08/2024 | 40,83% | 0,02 CHF | 0,03 CHF | 751 200 | 751 200 | 752 987 | 752 987 | 14 739 CHF | 22 269 CHF | 100,00% | 100,00% |
06/08/2024 | - | 0,02 CHF | - CHF | 787 900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,98% |
02/08/2024 | 35,67% | 0,02 CHF | 0,03 CHF | 402 700 | 402 700 | 399 586 | 399 586 | 9 284 CHF | 13 280 CHF | 100,00% | 100,00% |
30/07/2024 | 26,04% | 0,04 CHF | 0,05 CHF | 396 900 | 396 900 | 397 033 | 397 033 | 13 317 CHF | 17 287 CHF | 100,00% | 100,00% |