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 | 67,35% | 0,01 CHF | 0,02 CHF | 680 000 | 680 000 | 336 428 | 336 428 | 3 388 CHF | 6 773 CHF | 99,48% | 99,48% |
14/08/2024 | 65,59% | 0,01 CHF | 0,02 CHF | 700 000 | 700 000 | 330 587 | 330 587 | 3 422 CHF | 6 742 CHF | 99,72% | 99,72% |
13/08/2024 | 85,13% | 0,01 CHF | 0,02 CHF | 700 000 | 700 000 | 347 751 | 347 751 | 2 889 CHF | 6 971 CHF | 100,00% | 100,00% |
12/08/2024 | 81,77% | 0,01 CHF | 0,02 CHF | 700 000 | 700 000 | 332 956 | 332 956 | 2 784 CHF | 6 689 CHF | 98,10% | 98,10% |
09/08/2024 | 69,39% | 0,01 CHF | 0,02 CHF | 700 000 | 700 000 | 334 849 | 334 849 | 3 213 CHF | 6 710 CHF | 98,37% | 98,37% |
08/08/2024 | 86,90% | 0,01 CHF | 0,02 CHF | 700 000 | 700 000 | 345 178 | 345 178 | 2 742 CHF | 6 920 CHF | 99,72% | 99,72% |
07/08/2024 | 70,51% | 0,01 CHF | 0,02 CHF | 680 000 | 680 000 | 341 734 | 341 734 | 3 201 CHF | 6 848 CHF | 99,85% | 99,85% |
06/08/2024 | 47,09% | 0,01 CHF | 0,02 CHF | 700 000 | 700 000 | 322 392 | 322 392 | 5 058 CHF | 8 295 CHF | 99,45% | 99,45% |
02/08/2024 | 43,41% | 0,02 CHF | 0,03 CHF | 660 000 | 660 000 | 217 763 | 217 763 | 3 881 CHF | 6 060 CHF | 94,94% | 94,94% |
30/07/2024 | 7,03% | 0,13 CHF | 0,14 CHF | 440 000 | 440 000 | 217 197 | 217 197 | 30 370 CHF | 32 550 CHF | 99,87% | 99,87% |