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 | 6,60% | 0,18 CHF | 0,19 CHF | 740 300 | 740 300 | 337 209 | 337 209 | 52 373 CHF | 55 752 CHF | 99,90% | 99,90% |
14/08/2024 | 7,26% | 0,14 CHF | 0,14 CHF | 805 700 | 805 700 | 356 395 | 356 395 | 48 178 CHF | 51 750 CHF | 99,46% | 99,46% |
13/08/2024 | 7,09% | 0,13 CHF | 0,14 CHF | 781 700 | 781 700 | 349 973 | 349 973 | 47 942 CHF | 51 449 CHF | 100,00% | 100,00% |
12/08/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 762 400 | 762 400 | 340 913 | 340 913 | 48 248 CHF | 51 667 CHF | 99,05% | 99,05% |
09/08/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 777 000 | 777 000 | 348 051 | 348 051 | 46 347 CHF | 49 834 CHF | 98,39% | 98,39% |
08/08/2024 | 7,52% | 0,13 CHF | 0,14 CHF | 776 100 | 776 100 | 254 921 | 254 921 | 32 467 CHF | 35 020 CHF | 99,97% | 99,97% |
07/08/2024 | 5,35% | 0,19 CHF | 0,20 CHF | 511 300 | 511 300 | 282 760 | 282 760 | 52 297 CHF | 55 129 CHF | 47,89% | 92,30% |
06/08/2024 | - | 0,21 CHF | - CHF | 597 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
02/08/2024 | - | 0,23 CHF | - CHF | 367 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,98% |
30/07/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 368 200 | 368 200 | 159 797 | 159 797 | 50 330 CHF | 51 931 CHF | 99,89% | 99,89% |