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 | 8,73% | 0,10 CHF | 0,11 CHF | 2 078 900 | 2 078 900 | 921 126 | 921 126 | 100 482 CHF | 109 711 CHF | 99,90% | 99,90% |
14/08/2024 | 8,51% | 0,12 CHF | 0,13 CHF | 2 215 100 | 2 215 100 | 920 657 | 920 657 | 108 010 CHF | 117 237 CHF | 99,73% | 99,73% |
13/08/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 1 874 400 | 1 874 400 | 818 974 | 818 974 | 103 141 CHF | 111 344 CHF | 99,47% | 99,47% |
12/08/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 1 727 300 | 1 727 300 | 757 893 | 757 893 | 104 905 CHF | 112 504 CHF | 98,99% | 98,99% |
09/08/2024 | 7,25% | 0,14 CHF | 0,16 CHF | 1 926 700 | 1 926 700 | 820 341 | 820 341 | 115 158 CHF | 123 379 CHF | 98,38% | 98,38% |
08/08/2024 | 5,86% | 0,15 CHF | 0,16 CHF | 1 371 300 | 1 371 300 | 613 329 | 613 329 | 101 574 CHF | 107 719 CHF | 99,93% | 99,93% |
07/08/2024 | 6,28% | 0,14 CHF | 0,16 CHF | 1 452 700 | 1 452 700 | 642 972 | 642 972 | 98 910 CHF | 105 350 CHF | 98,99% | 98,99% |
06/08/2024 | 6,76% | 0,17 CHF | 0,18 CHF | 1 772 300 | 1 772 300 | 737 573 | 737 573 | 111 853 CHF | 119 242 CHF | 99,43% | 99,43% |
02/08/2024 | 6,12% | 0,14 CHF | 0,16 CHF | 1 572 000 | 1 572 000 | 671 442 | 671 442 | 105 350 CHF | 112 076 CHF | 96,34% | 96,34% |
30/07/2024 | - | 0,16 CHF | - CHF | 1 826 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |