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 | 16,77% | 0,06 CHF | 0,07 CHF | 2 754 600 | 2 754 600 | 1 361 110 | 1 361 110 | 77 855 CHF | 91 526 CHF | 99,48% | 99,48% |
14/08/2024 | 15,95% | 0,06 CHF | 0,07 CHF | 2 599 300 | 2 599 300 | 1 236 220 | 1 236 220 | 71 100 CHF | 83 486 CHF | 99,72% | 99,72% |
13/08/2024 | 18,18% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 488 920 | 1 488 920 | 77 308 CHF | 92 220 CHF | 100,00% | 100,00% |
12/08/2024 | 17,25% | 0,05 CHF | 0,06 CHF | 2 852 300 | 2 852 300 | 1 359 350 | 1 359 350 | 72 050 CHF | 85 679 CHF | 98,08% | 98,08% |
09/08/2024 | 15,85% | 0,05 CHF | 0,06 CHF | 2 512 100 | 2 512 100 | 1 208 010 | 1 208 010 | 69 665 CHF | 81 763 CHF | 98,37% | 98,37% |
08/08/2024 | 19,07% | 0,06 CHF | 0,07 CHF | 3 000 000 | 3 000 000 | 1 487 670 | 1 487 670 | 72 796 CHF | 87 698 CHF | 99,72% | 99,72% |
07/08/2024 | 16,04% | 0,06 CHF | 0,07 CHF | 2 633 600 | 2 633 600 | 1 323 350 | 1 323 350 | 77 317 CHF | 90 570 CHF | 99,84% | 99,84% |
06/08/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 2 594 800 | 2 594 800 | 1 202 130 | 1 202 130 | 71 201 CHF | 83 241 CHF | 99,45% | 99,45% |
02/08/2024 | 14,19% | 0,07 CHF | 0,08 CHF | 1 543 800 | 1 543 800 | 482 549 | 482 549 | 37 218 CHF | 42 425 CHF | 97,56% | 97,56% |
30/07/2024 | 1,63% | 0,89 CHF | 0,90 CHF | 168 800 | 168 800 | 82 339 | 82 339 | 76 913 CHF | 78 051 CHF | 99,87% | 99,87% |