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 | 88,23% | 0,01 CHF | 0,02 CHF | 440 000 | 440 000 | 442 304 | 442 304 | 3 458 CHF | 8 852 CHF | 100,00% | 100,00% |
14/08/2024 | 86,27% | 0,01 CHF | 0,02 CHF | 460 000 | 460 000 | 446 888 | 446 888 | 3 575 CHF | 8 943 CHF | 99,69% | 99,69% |
13/08/2024 | 85,25% | 0,01 CHF | 0,02 CHF | 460 000 | 460 000 | 455 061 | 455 061 | 3 689 CHF | 9 107 CHF | 99,74% | 99,74% |
12/08/2024 | 67,35% | 0,01 CHF | 0,02 CHF | 450 000 | 450 000 | 445 192 | 445 192 | 4 452 CHF | 8 916 CHF | 99,28% | 99,28% |
09/08/2024 | 65,39% | 0,01 CHF | 0,02 CHF | 450 000 | 450 000 | 445 473 | 445 473 | 4 666 CHF | 9 126 CHF | 100,00% | 100,00% |
08/08/2024 | 64,77% | 0,01 CHF | 0,02 CHF | 450 000 | 450 000 | 453 964 | 453 964 | 4 828 CHF | 9 372 CHF | 99,99% | 99,99% |
07/08/2024 | 59,92% | 0,01 CHF | 0,02 CHF | 450 000 | 450 000 | 446 664 | 446 664 | 5 308 CHF | 9 779 CHF | 100,00% | 100,00% |
06/08/2024 | 66,72% | 0,01 CHF | 0,02 CHF | 470 000 | 470 000 | 462 316 | 462 316 | 4 683 CHF | 9 311 CHF | 99,98% | 99,98% |
02/08/2024 | 41,14% | 0,02 CHF | 0,03 CHF | 440 000 | 440 000 | 433 418 | 433 418 | 8 576 CHF | 12 919 CHF | 99,99% | 99,99% |
30/07/2024 | 21,89% | 0,04 CHF | 0,05 CHF | 400 000 | 400 000 | 395 978 | 395 978 | 16 414 CHF | 20 378 CHF | 100,00% | 100,00% |