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 | 16,54% | 0,06 CHF | 0,07 CHF | 880 000 | 880 000 | 322 542 | 322 542 | 20 184 CHF | 23 423 CHF | 97,75% | 97,75% |
14/08/2024 | 13,48% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 389 316 | 389 316 | 27 248 CHF | 31 161 CHF | 99,03% | 99,03% |
13/08/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 880 000 | 880 000 | 388 509 | 388 509 | 29 998 CHF | 33 901 CHF | 100,00% | 100,00% |
12/08/2024 | 12,61% | 0,08 CHF | 0,09 CHF | 880 000 | 880 000 | 388 276 | 388 276 | 29 993 CHF | 33 910 CHF | 99,14% | 99,14% |
09/08/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 388 866 | 388 866 | 27 808 CHF | 31 713 CHF | 99,89% | 99,89% |
08/08/2024 | 14,34% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 387 259 | 387 259 | 26 684 CHF | 30 574 CHF | 99,99% | 99,99% |
07/08/2024 | 14,45% | 0,06 CHF | 0,07 CHF | 880 000 | 880 000 | 385 570 | 385 570 | 24 942 CHF | 28 816 CHF | 99,99% | 99,99% |
06/08/2024 | 18,95% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 388 412 | 388 412 | 23 917 CHF | 28 437 CHF | 99,94% | 99,94% |
02/08/2024 | 16,54% | 0,06 CHF | 0,07 CHF | 880 000 | 880 000 | 388 602 | 388 602 | 22 112 CHF | 26 015 CHF | 99,74% | 99,74% |
30/07/2024 | 13,94% | 0,07 CHF | 0,08 CHF | 880 000 | 880 000 | 388 499 | 388 499 | 26 838 CHF | 30 740 CHF | 100,00% | 100,00% |