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 | 6,16% | 0,14 CHF | 0,16 CHF | 753 200 | 753 200 | 757 990 | 757 990 | 119 566 CHF | 127 149 CHF | 100,00% | 100,00% |
14/08/2024 | 6,01% | 0,16 CHF | 0,17 CHF | 718 400 | 718 400 | 721 782 | 721 782 | 116 488 CHF | 123 706 CHF | 99,27% | 99,27% |
13/08/2024 | 5,57% | 0,17 CHF | 0,18 CHF | 728 800 | 728 800 | 728 800 | 728 800 | 127 298 CHF | 134 586 CHF | 100,00% | 100,00% |
12/08/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 684 900 | 684 900 | 684 900 | 684 900 | 118 998 CHF | 125 847 CHF | 98,49% | 98,49% |
09/08/2024 | 5,37% | 0,18 CHF | 0,19 CHF | 683 100 | 683 100 | 678 306 | 678 306 | 123 029 CHF | 129 812 CHF | 100,00% | 100,00% |
08/08/2024 | 4,90% | 0,19 CHF | 0,20 CHF | 666 900 | 666 900 | 677 515 | 677 515 | 135 139 CHF | 141 916 CHF | 99,99% | 99,99% |
07/08/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 588 500 | 588 500 | 590 612 | 590 612 | 113 947 CHF | 119 854 CHF | 99,99% | 99,99% |
06/08/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 646 400 | 646 400 | 645 978 | 645 978 | 135 918 CHF | 142 378 CHF | 99,94% | 99,94% |
02/08/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 876 100 | 876 100 | 873 295 | 873 295 | 149 314 CHF | 158 047 CHF | 99,95% | 99,95% |
30/07/2024 | 6,55% | 0,15 CHF | 0,16 CHF | 812 500 | 812 500 | 812 500 | 812 500 | 120 035 CHF | 128 160 CHF | 100,00% | 100,00% |