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 | 12,02% | 0,08 CHF | 0,09 CHF | 508 400 | 508 400 | 509 908 | 509 908 | 39 928 CHF | 45 029 CHF | 100,00% | 100,00% |
14/08/2024 | 11,09% | 0,08 CHF | 0,09 CHF | 463 200 | 463 200 | 466 174 | 466 174 | 39 716 CHF | 44 377 CHF | 99,27% | 99,27% |
13/08/2024 | 10,07% | 0,10 CHF | 0,11 CHF | 448 500 | 448 500 | 449 259 | 449 259 | 42 412 CHF | 46 904 CHF | 100,00% | 100,00% |
12/08/2024 | 10,25% | 0,10 CHF | 0,11 CHF | 424 000 | 424 000 | 424 022 | 424 022 | 39 295 CHF | 43 536 CHF | 98,82% | 98,82% |
09/08/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 410 300 | 410 300 | 410 153 | 410 153 | 40 230 CHF | 44 332 CHF | 99,99% | 99,99% |
08/08/2024 | 8,40% | 0,11 CHF | 0,12 CHF | 402 300 | 402 300 | 405 611 | 405 611 | 46 362 CHF | 50 419 CHF | 99,98% | 99,98% |
07/08/2024 | 8,43% | 0,11 CHF | 0,12 CHF | 310 800 | 310 800 | 312 054 | 312 054 | 35 533 CHF | 38 653 CHF | 100,00% | 100,00% |
06/08/2024 | 7,03% | 0,14 CHF | 0,14 CHF | 316 600 | 316 600 | 317 505 | 317 505 | 43 683 CHF | 46 858 CHF | 99,88% | 99,88% |
02/08/2024 | 8,97% | 0,11 CHF | 0,12 CHF | 547 300 | 547 300 | 544 175 | 544 175 | 58 001 CHF | 63 442 CHF | 99,94% | 99,94% |
30/07/2024 | 11,58% | 0,08 CHF | 0,09 CHF | 497 200 | 497 200 | 497 427 | 497 427 | 40 507 CHF | 45 482 CHF | 100,00% | 100,00% |