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 | 20,23% | 0,05 CHF | 0,06 CHF | 70 000 | 70 000 | 74 319 | 74 319 | 3 305 CHF | 4 048 CHF | 100,00% | 100,00% |
14/08/2024 | 18,84% | 0,05 CHF | 0,06 CHF | 70 000 | 70 000 | 70 149 | 70 149 | 3 375 CHF | 4 076 CHF | 99,27% | 99,27% |
13/08/2024 | 18,96% | 0,05 CHF | 0,06 CHF | 70 000 | 70 000 | 73 675 | 73 675 | 3 515 CHF | 4 251 CHF | 99,99% | 99,99% |
12/08/2024 | 19,48% | 0,05 CHF | 0,06 CHF | 80 000 | 80 000 | 71 662 | 71 662 | 3 321 CHF | 4 037 CHF | 99,27% | 99,27% |
09/08/2024 | 16,80% | 0,05 CHF | 0,06 CHF | 70 000 | 70 000 | 71 886 | 71 886 | 3 930 CHF | 4 649 CHF | 99,99% | 99,99% |
08/08/2024 | 17,13% | 0,06 CHF | 0,07 CHF | 70 000 | 70 000 | 74 365 | 74 365 | 3 968 CHF | 4 712 CHF | 100,00% | 100,00% |
07/08/2024 | 15,61% | 0,07 CHF | 0,08 CHF | 70 000 | 70 000 | 70 836 | 70 836 | 4 189 CHF | 4 897 CHF | 100,00% | 100,00% |
06/08/2024 | 14,75% | 0,05 CHF | 0,06 CHF | 80 000 | 80 000 | 71 098 | 71 098 | 4 531 CHF | 5 242 CHF | 99,97% | 99,97% |
02/08/2024 | 11,21% | 0,08 CHF | 0,09 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 5 932 CHF | 6 632 CHF | 99,92% | 99,92% |
31/07/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 70 000 | 70 000 | 69 980 | 69 980 | 8 085 CHF | 8 785 CHF | 40,22% | 40,22% |