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 | 9,92% | 0,25 CHF | 0,28 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 17 824 CHF | 19 680 CHF | 99,99% | 99,99% |
14/08/2024 | 6,65% | 0,38 CHF | 0,41 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 29 117 CHF | 31 117 CHF | 99,26% | 99,26% |
13/08/2024 | 8,79% | 0,30 CHF | 0,32 CHF | 80 000 | 80 000 | 79 992 | 79 992 | 21 804 CHF | 23 804 CHF | 99,92% | 99,92% |
12/08/2024 | 7,84% | 0,28 CHF | 0,31 CHF | 80 000 | 80 000 | 79 326 | 79 326 | 24 339 CHF | 26 322 CHF | 99,31% | 99,31% |
09/08/2024 | 6,92% | 0,34 CHF | 0,37 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 27 927 CHF | 29 927 CHF | 100,00% | 100,00% |
08/08/2024 | 7,71% | 0,32 CHF | 0,35 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 24 964 CHF | 26 964 CHF | 99,94% | 99,94% |
07/08/2024 | 7,04% | 0,38 CHF | 0,40 CHF | 80 000 | 80 000 | 79 990 | 79 990 | 27 475 CHF | 29 475 CHF | 99,95% | 99,95% |
06/08/2024 | 8,67% | 0,30 CHF | 0,32 CHF | 80 000 | 80 000 | 79 744 | 79 744 | 22 055 CHF | 24 049 CHF | 99,93% | 99,93% |
02/08/2024 | 5,93% | 0,39 CHF | 0,41 CHF | 70 000 | 70 000 | 69 410 | 69 410 | 29 750 CHF | 31 552 CHF | 99,63% | 99,63% |
31/07/2024 | 4,52% | 0,62 CHF | 0,65 CHF | 70 000 | 70 000 | 69 996 | 69 996 | 45 426 CHF | 47 526 CHF | 39,21% | 39,21% |