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 | 6,92% | 0,15 CHF | 0,16 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 12 611 CHF | 13 511 CHF | 100,00% | 100,00% |
14/08/2024 | 6,53% | 0,15 CHF | 0,16 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 13 341 CHF | 14 241 CHF | 99,03% | 99,03% |
13/08/2024 | 6,58% | 0,15 CHF | 0,16 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 11 778 CHF | 12 578 CHF | 99,93% | 99,93% |
12/08/2024 | 5,64% | 0,18 CHF | 0,19 CHF | 80 000 | 80 000 | 79 999 | 79 999 | 13 798 CHF | 14 598 CHF | 99,37% | 99,37% |
09/08/2024 | 5,47% | 0,17 CHF | 0,18 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 12 477 CHF | 13 177 CHF | 100,00% | 100,00% |
08/08/2024 | 4,66% | 0,20 CHF | 0,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 12 710 CHF | 13 310 CHF | 99,98% | 99,98% |
07/08/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 15 130 CHF | 15 730 CHF | 100,00% | 100,00% |
06/08/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 20 549 CHF | 21 349 CHF | 99,81% | 99,81% |
02/08/2024 | 5,85% | 0,16 CHF | 0,17 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 655 CHF | 12 355 CHF | 99,95% | 99,95% |
31/07/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 13 706 CHF | 14 306 CHF | 40,24% | 40,24% |