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 | 37,93% | 0,08 CHF | 0,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 8 182 CHF | 11 932 CHF | 99,75% | 99,75% |
14/08/2024 | 10,38% | 0,12 CHF | 0,17 CHF | 75 000 | 75 000 | 74 839 | 74 839 | 9 482 CHF | 10 536 CHF | 90,65% | 90,65% |
13/08/2024 | 6,79% | 0,13 CHF | 0,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 10 674 CHF | 11 424 CHF | 100,00% | 100,00% |
12/08/2024 | 5,86% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 452 CHF | 13 202 CHF | 99,22% | 99,22% |
09/08/2024 | 5,63% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 74 860 | 74 860 | 12 990 CHF | 13 739 CHF | 99,16% | 99,16% |
08/08/2024 | 5,29% | 0,21 CHF | 0,22 CHF | 75 000 | 75 000 | 74 850 | 74 850 | 13 878 CHF | 14 627 CHF | 99,07% | 99,07% |
07/08/2024 | 5,01% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 74 594 | 74 594 | 14 733 CHF | 15 481 CHF | 34,19% | 99,97% |
06/08/2024 | - | 0,24 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,99% |
02/08/2024 | 13,74% | 0,15 CHF | 0,20 CHF | 7 500 | 7 500 | 52 885 | 52 885 | 8 557 CHF | 9 184 CHF | 99,22% | 99,22% |
30/07/2024 | 7,12% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 74 859 | 74 859 | 10 189 CHF | 10 938 CHF | 99,99% | 99,99% |