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 | 8,54% | 0,12 CHF | 0,13 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 13 499 CHF | 14 699 CHF | 100,00% | 100,00% |
14/08/2024 | 9,07% | 0,11 CHF | 0,12 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 12 634 CHF | 13 834 CHF | 99,72% | 99,72% |
13/08/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 130 000 | 130 000 | 129 815 | 129 815 | 11 419 CHF | 12 717 CHF | 100,00% | 100,00% |
12/08/2024 | 9,95% | 0,09 CHF | 0,10 CHF | 130 000 | 130 000 | 126 361 | 126 361 | 12 063 CHF | 13 327 CHF | 99,57% | 99,57% |
09/08/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 130 000 | 130 000 | 124 641 | 124 641 | 13 315 CHF | 14 561 CHF | 100,00% | 100,00% |
08/08/2024 | 10,57% | 0,09 CHF | 0,10 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 11 670 CHF | 12 970 CHF | 99,94% | 99,94% |
07/08/2024 | 8,62% | 0,11 CHF | 0,12 CHF | 120 000 | 120 000 | 123 190 | 123 190 | 13 696 CHF | 14 928 CHF | 99,97% | 99,97% |
06/08/2024 | 10,84% | 0,09 CHF | 0,10 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 11 404 CHF | 12 704 CHF | 99,89% | 99,89% |
02/08/2024 | 6,67% | 0,13 CHF | 0,14 CHF | 130 000 | 130 000 | 121 234 | 121 234 | 17 765 CHF | 18 978 CHF | 99,79% | 99,79% |
31/07/2024 | 4,11% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 117 111 | 117 111 | 27 988 CHF | 29 159 CHF | 36,77% | 36,77% |