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 | 27,18% | 0,04 CHF | 0,05 CHF | 1 976 500 | 1 976 500 | 1 989 040 | 1 989 040 | 63 695 CHF | 83 594 CHF | 100,00% | 100,00% |
14/08/2024 | 28,36% | 0,03 CHF | 0,04 CHF | 2 103 800 | 2 103 800 | 2 113 720 | 2 113 720 | 64 024 CHF | 85 161 CHF | 99,26% | 99,26% |
13/08/2024 | 30,55% | 0,03 CHF | 0,04 CHF | 2 193 700 | 2 193 700 | 2 193 700 | 2 193 700 | 61 245 CHF | 83 182 CHF | 100,00% | 100,00% |
12/08/2024 | 29,33% | 0,03 CHF | 0,04 CHF | 2 377 000 | 2 377 000 | 2 377 000 | 2 377 000 | 69 420 CHF | 93 190 CHF | 99,26% | 99,26% |
09/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 2 531 400 | 2 531 400 | 2 513 660 | 2 513 660 | 62 841 CHF | 87 978 CHF | 100,00% | 100,00% |
08/08/2024 | 38,49% | 0,03 CHF | 0,04 CHF | 2 614 900 | 2 614 900 | 2 656 420 | 2 656 420 | 56 106 CHF | 82 677 CHF | 100,00% | 100,00% |
07/08/2024 | 34,82% | 0,03 CHF | 0,04 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 71 650 CHF | 101 649 CHF | 100,00% | 100,00% |
06/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 2 807 400 | 2 807 400 | 2 805 570 | 2 805 570 | 56 112 CHF | 84 167 CHF | 100,00% | 100,00% |
02/08/2024 | 26,09% | 0,03 CHF | 0,04 CHF | 1 390 900 | 1 390 900 | 1 386 460 | 1 386 460 | 46 404 CHF | 60 269 CHF | 99,95% | 99,95% |
30/07/2024 | 18,71% | 0,05 CHF | 0,06 CHF | 1 359 100 | 1 359 100 | 1 359 100 | 1 359 100 | 65 971 CHF | 79 562 CHF | 100,00% | 100,00% |