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 | 17,51% | 0,06 CHF | 0,07 CHF | 704 500 | 704 500 | 319 376 | 319 376 | 17 720 CHF | 20 924 CHF | 99,89% | 99,89% |
14/08/2024 | 17,15% | 0,06 CHF | 0,07 CHF | 689 000 | 689 000 | 303 858 | 303 858 | 16 230 CHF | 19 275 CHF | 99,23% | 99,23% |
13/08/2024 | 18,20% | 0,06 CHF | 0,07 CHF | 735 800 | 735 800 | 339 815 | 339 815 | 17 685 CHF | 21 089 CHF | 100,00% | 100,00% |
12/08/2024 | 17,80% | 0,05 CHF | 0,06 CHF | 722 500 | 722 500 | 322 754 | 322 754 | 16 620 CHF | 19 858 CHF | 99,89% | 99,89% |
09/08/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 754 500 | 754 500 | 337 515 | 337 515 | 17 137 CHF | 20 520 CHF | 99,86% | 99,86% |
08/08/2024 | 21,81% | 0,05 CHF | 0,06 CHF | 902 100 | 902 100 | 408 861 | 408 861 | 17 704 CHF | 21 806 CHF | 99,93% | 99,93% |
07/08/2024 | 22,17% | 0,05 CHF | 0,06 CHF | 939 000 | 939 000 | 427 345 | 427 345 | 18 103 CHF | 22 393 CHF | 99,98% | 99,98% |
06/08/2024 | 22,70% | 0,04 CHF | 0,05 CHF | 972 900 | 972 900 | 438 608 | 438 608 | 17 383 CHF | 21 781 CHF | 99,47% | 99,47% |
02/08/2024 | 21,86% | 0,04 CHF | 0,05 CHF | 828 500 | 828 500 | 293 333 | 293 333 | 13 876 CHF | 17 048 CHF | 84,55% | 95,34% |
30/07/2024 | - | 0,05 CHF | - CHF | 731 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |