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 | 20,90% | 0,04 CHF | 0,05 CHF | 1 454 300 | 1 454 300 | 1 447 680 | 1 447 680 | 62 241 CHF | 76 724 CHF | 100,00% | 100,00% |
14/08/2024 | 20,37% | 0,05 CHF | 0,06 CHF | 1 220 400 | 1 220 400 | 1 219 490 | 1 219 490 | 53 955 CHF | 66 150 CHF | 99,27% | 99,27% |
13/08/2024 | 16,85% | 0,05 CHF | 0,06 CHF | 1 224 000 | 1 224 000 | 1 218 950 | 1 218 950 | 66 366 CHF | 78 555 CHF | 100,00% | 100,00% |
12/08/2024 | 18,55% | 0,05 CHF | 0,06 CHF | 1 341 000 | 1 341 000 | 1 329 850 | 1 329 850 | 65 231 CHF | 78 537 CHF | 99,15% | 99,15% |
09/08/2024 | 19,40% | 0,05 CHF | 0,06 CHF | 1 392 600 | 1 392 600 | 1 385 330 | 1 385 330 | 64 642 CHF | 78 495 CHF | 100,00% | 100,00% |
08/08/2024 | 18,53% | 0,05 CHF | 0,06 CHF | 1 463 500 | 1 463 500 | 1 457 100 | 1 457 100 | 71 496 CHF | 86 070 CHF | 99,97% | 99,97% |
07/08/2024 | 17,98% | 0,05 CHF | 0,06 CHF | 1 201 800 | 1 201 800 | 1 240 780 | 1 240 780 | 63 126 CHF | 75 534 CHF | 100,00% | 100,00% |
06/08/2024 | 17,45% | 0,05 CHF | 0,06 CHF | 1 342 700 | 1 342 700 | 1 348 280 | 1 348 280 | 70 824 CHF | 84 307 CHF | 99,99% | 99,99% |
02/08/2024 | 24,30% | 0,04 CHF | 0,05 CHF | 1 917 400 | 1 917 400 | 1 909 500 | 1 909 500 | 69 265 CHF | 88 360 CHF | 99,97% | 99,97% |
30/07/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 2 536 700 | 2 536 700 | 2 526 240 | 2 526 240 | 63 156 CHF | 88 418 CHF | 100,00% | 100,00% |