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 | 15,40% | 0,05 CHF | 0,06 CHF | 967 400 | 967 400 | 973 511 | 973 511 | 59 067 CHF | 68 807 CHF | 100,00% | 100,00% |
14/08/2024 | 14,38% | 0,07 CHF | 0,08 CHF | 887 000 | 887 000 | 891 171 | 891 171 | 57 561 CHF | 66 472 CHF | 99,26% | 99,26% |
13/08/2024 | 12,40% | 0,07 CHF | 0,08 CHF | 891 400 | 891 400 | 891 400 | 891 400 | 67 564 CHF | 76 478 CHF | 100,00% | 100,00% |
12/08/2024 | 12,48% | 0,08 CHF | 0,09 CHF | 794 800 | 794 800 | 794 800 | 794 800 | 59 701 CHF | 67 649 CHF | 98,50% | 98,50% |
09/08/2024 | 11,24% | 0,09 CHF | 0,10 CHF | 774 800 | 774 800 | 769 362 | 769 362 | 64 671 CHF | 72 365 CHF | 99,99% | 99,99% |
08/08/2024 | 9,33% | 0,09 CHF | 0,10 CHF | 741 700 | 741 700 | 753 447 | 753 447 | 77 376 CHF | 84 912 CHF | 100,00% | 100,00% |
07/08/2024 | 9,83% | 0,09 CHF | 0,10 CHF | 584 700 | 584 700 | 586 798 | 586 798 | 56 969 CHF | 62 837 CHF | 99,98% | 99,98% |
06/08/2024 | 8,18% | 0,12 CHF | 0,13 CHF | 676 500 | 676 500 | 676 060 | 676 060 | 79 388 CHF | 86 149 CHF | 99,98% | 99,98% |
02/08/2024 | 12,33% | 0,09 CHF | 0,10 CHF | 1 167 900 | 1 167 900 | 1 164 170 | 1 164 170 | 88 744 CHF | 100 386 CHF | 99,90% | 99,90% |
30/07/2024 | 16,72% | 0,06 CHF | 0,07 CHF | 1 062 800 | 1 062 800 | 1 062 800 | 1 062 800 | 58 267 CHF | 68 895 CHF | 100,00% | 100,00% |