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 | 18,10% | 0,04 CHF | 0,05 CHF | 1 196 300 | 1 196 300 | 474 255 | 474 255 | 22 958 CHF | 27 709 CHF | 99,90% | 99,90% |
14/08/2024 | 18,16% | 0,06 CHF | 0,07 CHF | 1 332 400 | 1 332 400 | 519 588 | 519 588 | 27 393 CHF | 32 600 CHF | 99,73% | 99,73% |
13/08/2024 | 14,96% | 0,06 CHF | 0,07 CHF | 1 018 400 | 1 018 400 | 404 353 | 404 353 | 24 833 CHF | 28 883 CHF | 100,00% | 100,00% |
12/08/2024 | 14,55% | 0,07 CHF | 0,08 CHF | 1 029 300 | 1 029 300 | 408 688 | 408 688 | 26 543 CHF | 30 641 CHF | 98,98% | 98,98% |
09/08/2024 | 15,34% | 0,07 CHF | 0,08 CHF | 1 083 000 | 1 083 000 | 426 279 | 426 279 | 27 552 CHF | 31 830 CHF | 98,35% | 98,35% |
08/08/2024 | 10,03% | 0,08 CHF | 0,09 CHF | 618 800 | 618 800 | 247 616 | 247 616 | 22 738 CHF | 25 218 CHF | 100,00% | 100,00% |
07/08/2024 | 11,21% | 0,08 CHF | 0,09 CHF | 706 700 | 706 700 | 288 955 | 288 955 | 24 236 CHF | 27 130 CHF | 97,69% | 97,69% |
06/08/2024 | 11,57% | 0,09 CHF | 0,10 CHF | 528 600 | 528 600 | 212 894 | 212 894 | 22 763 CHF | 25 244 CHF | 99,98% | 99,98% |
02/08/2024 | 11,67% | 0,10 CHF | 0,11 CHF | 892 000 | 892 000 | 339 160 | 339 160 | 32 272 CHF | 35 897 CHF | 99,49% | 99,49% |
30/07/2024 | 14,54% | 0,07 CHF | 0,08 CHF | 1 031 200 | 1 031 200 | 408 977 | 408 977 | 26 529 CHF | 30 625 CHF | 99,90% | 99,90% |