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 | 9,81% | 0,10 CHF | 0,11 CHF | 70 000 | 70 000 | 74 315 | 74 315 | 7 205 CHF | 7 948 CHF | 100,00% | 100,00% |
14/08/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 70 000 | 70 000 | 70 150 | 70 150 | 7 199 CHF | 7 900 CHF | 99,27% | 99,27% |
13/08/2024 | 9,48% | 0,10 CHF | 0,11 CHF | 70 000 | 70 000 | 73 674 | 73 674 | 7 396 CHF | 8 132 CHF | 99,99% | 99,99% |
12/08/2024 | 9,59% | 0,10 CHF | 0,11 CHF | 80 000 | 80 000 | 72 129 | 72 129 | 7 162 CHF | 7 883 CHF | 99,27% | 99,27% |
09/08/2024 | 8,58% | 0,11 CHF | 0,12 CHF | 70 000 | 70 000 | 71 887 | 71 887 | 8 031 CHF | 8 750 CHF | 99,99% | 99,99% |
08/08/2024 | 8,85% | 0,11 CHF | 0,12 CHF | 70 000 | 70 000 | 74 366 | 74 366 | 8 026 CHF | 8 770 CHF | 99,99% | 99,99% |
07/08/2024 | 8,27% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 70 835 | 70 835 | 8 218 CHF | 8 927 CHF | 100,00% | 100,00% |
06/08/2024 | 7,94% | 0,11 CHF | 0,12 CHF | 80 000 | 80 000 | 71 099 | 71 099 | 8 674 CHF | 9 385 CHF | 99,90% | 99,90% |
02/08/2024 | 6,46% | 0,13 CHF | 0,14 CHF | 70 000 | 70 000 | 67 127 | 67 127 | 10 144 CHF | 10 817 CHF | 99,85% | 99,85% |
31/07/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 60 000 | 60 000 | 59 991 | 59 991 | 12 317 CHF | 12 917 CHF | 40,23% | 40,23% |