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 | 38,14% | 0,03 CHF | 0,04 CHF | 1 888 600 | 1 888 600 | 1 917 920 | 1 917 920 | 41 048 CHF | 60 235 CHF | 100,00% | 100,00% |
14/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 053 500 | 2 053 500 | 2 055 350 | 2 055 350 | 41 107 CHF | 61 661 CHF | 99,69% | 99,69% |
13/08/2024 | 45,74% | 0,02 CHF | 0,03 CHF | 2 202 000 | 2 202 000 | 2 192 020 | 2 192 020 | 37 570 CHF | 59 490 CHF | 99,74% | 99,74% |
12/08/2024 | 46,21% | 0,02 CHF | 0,03 CHF | 2 108 300 | 2 108 300 | 2 098 490 | 2 098 490 | 35 509 CHF | 56 505 CHF | 99,26% | 99,26% |
09/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 076 000 | 2 076 000 | 2 060 580 | 2 060 580 | 41 212 CHF | 61 817 CHF | 100,00% | 100,00% |
08/08/2024 | 45,60% | 0,02 CHF | 0,03 CHF | 2 048 000 | 2 048 000 | 2 058 850 | 2 058 850 | 35 434 CHF | 56 027 CHF | 99,96% | 99,96% |
07/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 174 500 | 2 174 500 | 2 172 400 | 2 172 400 | 43 448 CHF | 65 172 CHF | 100,00% | 100,00% |
06/08/2024 | 47,33% | 0,02 CHF | 0,03 CHF | 2 072 300 | 2 072 300 | 2 050 420 | 2 050 420 | 33 483 CHF | 53 987 CHF | 100,00% | 100,00% |
02/08/2024 | 33,57% | 0,03 CHF | 0,04 CHF | 1 442 700 | 1 442 700 | 1 436 140 | 1 436 140 | 35 649 CHF | 50 010 CHF | 99,99% | 99,99% |
30/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 131 000 | 1 131 000 | 1 112 460 | 1 112 460 | 38 936 CHF | 50 061 CHF | 100,00% | 100,00% |