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 | 8,66% | 0,12 CHF | 0,13 CHF | 359 100 | 359 100 | 361 523 | 361 523 | 40 036 CHF | 43 653 CHF | 100,00% | 100,00% |
14/08/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 389 400 | 389 400 | 390 299 | 390 299 | 42 722 CHF | 46 625 CHF | 99,27% | 99,27% |
13/08/2024 | 9,67% | 0,10 CHF | 0,11 CHF | 419 100 | 419 100 | 420 410 | 420 410 | 41 409 CHF | 45 613 CHF | 100,00% | 100,00% |
12/08/2024 | 9,96% | 0,10 CHF | 0,11 CHF | 416 300 | 416 300 | 416 482 | 416 482 | 39 735 CHF | 43 900 CHF | 99,25% | 99,25% |
09/08/2024 | 9,91% | 0,10 CHF | 0,11 CHF | 421 800 | 421 800 | 422 151 | 422 151 | 40 524 CHF | 44 746 CHF | 100,00% | 100,00% |
08/08/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 426 700 | 426 700 | 430 074 | 430 074 | 36 419 CHF | 40 721 CHF | 100,00% | 100,00% |
07/08/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 480 500 | 480 500 | 482 532 | 482 532 | 42 403 CHF | 47 228 CHF | 100,00% | 100,00% |
06/08/2024 | 11,91% | 0,09 CHF | 0,10 CHF | 477 400 | 477 400 | 480 221 | 480 221 | 37 982 CHF | 42 785 CHF | 99,99% | 99,99% |
02/08/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 404 200 | 404 200 | 405 208 | 405 208 | 32 916 CHF | 36 969 CHF | 99,98% | 99,98% |
30/07/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 442 600 | 442 600 | 444 921 | 444 921 | 44 618 CHF | 49 068 CHF | 99,99% | 99,99% |