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 | 4,86% | 0,12 CHF | 0,13 CHF | 529 500 | 529 500 | 534 808 | 534 808 | 54 004 CHF | 56 679 CHF | 100,00% | 100,00% |
14/08/2024 | 5,06% | 0,09 CHF | 0,10 CHF | 536 700 | 536 700 | 530 120 | 530 120 | 51 167 CHF | 53 818 CHF | 98,44% | 98,44% |
13/08/2024 | 5,11% | 0,10 CHF | 0,10 CHF | 528 100 | 528 100 | 530 600 | 530 600 | 50 607 CHF | 53 260 CHF | 100,00% | 100,00% |
12/08/2024 | 4,89% | 0,11 CHF | 0,11 CHF | 531 400 | 531 400 | 568 977 | 568 977 | 56 772 CHF | 59 617 CHF | 98,69% | 98,69% |
09/08/2024 | 5,43% | 0,09 CHF | 0,10 CHF | 581 100 | 581 100 | 586 614 | 590 679 | 52 612 CHF | 55 932 CHF | 99,82% | 99,82% |
08/08/2024 | 5,68% | 0,09 CHF | 0,10 CHF | 593 600 | 593 600 | 579 227 | 579 227 | 49 652 CHF | 52 549 CHF | 99,94% | 99,94% |
07/08/2024 | 5,74% | 0,09 CHF | 0,10 CHF | 574 900 | 574 900 | 627 388 | 627 388 | 53 107 CHF | 56 244 CHF | 100,00% | 100,00% |
06/08/2024 | 6,07% | 0,08 CHF | 0,09 CHF | 643 800 | 643 800 | 620 672 | 620 672 | 49 641 CHF | 52 745 CHF | 99,89% | 99,89% |
02/08/2024 | 3,28% | 0,13 CHF | 0,14 CHF | 348 600 | 348 600 | 344 497 | 344 497 | 51 792 CHF | 53 515 CHF | 99,93% | 99,93% |
30/07/2024 | 3,53% | 0,14 CHF | 0,14 CHF | 384 900 | 384 900 | 417 311 | 417 311 | 58 053 CHF | 60 139 CHF | 99,99% | 99,99% |