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 | 6,12% | 0,12 CHF | 0,13 CHF | 800 000 | 800 000 | 439 003 | 439 003 | 69 012 CHF | 73 419 CHF | 99,85% | 99,85% |
14/08/2024 | 6,61% | 0,18 CHF | 0,19 CHF | 860 000 | 860 000 | 440 484 | 440 484 | 71 142 CHF | 75 593 CHF | 99,03% | 99,03% |
13/08/2024 | 4,78% | 0,17 CHF | 0,18 CHF | 850 000 | 850 000 | 451 754 | 451 754 | 92 125 CHF | 96 663 CHF | 99,72% | 99,72% |
12/08/2024 | 4,64% | 0,23 CHF | 0,24 CHF | 870 000 | 870 000 | 446 069 | 446 069 | 99 428 CHF | 103 925 CHF | 99,23% | 99,23% |
09/08/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 870 000 | 870 000 | 427 454 | 427 454 | 101 876 CHF | 106 203 CHF | 97,97% | 97,97% |
08/08/2024 | 3,31% | 0,26 CHF | 0,27 CHF | 800 000 | 800 000 | 406 611 | 406 611 | 121 554 CHF | 125 638 CHF | 98,61% | 98,61% |
07/08/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 870 000 | 870 000 | 454 132 | 454 132 | 110 897 CHF | 115 455 CHF | 98,57% | 98,57% |
06/08/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 900 000 | 900 000 | 443 719 | 443 719 | 125 780 CHF | 130 233 CHF | 98,80% | 98,80% |
02/08/2024 | 6,47% | 0,22 CHF | 0,23 CHF | 840 000 | 840 000 | 396 451 | 396 451 | 65 356 CHF | 69 334 CHF | 98,92% | 98,92% |
30/07/2024 | 11,97% | 0,10 CHF | 0,11 CHF | 750 000 | 750 000 | 373 139 | 373 139 | 31 269 CHF | 35 015 CHF | 99,64% | 99,64% |