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 | 16,19% | 0,07 CHF | 0,08 CHF | 280 000 | 280 000 | 124 569 | 124 569 | 7 606 CHF | 8 859 CHF | 99,88% | 99,88% |
14/08/2024 | 18,28% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 133 249 | 133 249 | 6 717 CHF | 8 056 CHF | 99,27% | 99,27% |
13/08/2024 | 21,45% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 133 073 | 133 073 | 5 972 CHF | 7 308 CHF | 100,00% | 100,00% |
12/08/2024 | 18,56% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 132 983 | 132 983 | 6 584 CHF | 7 925 CHF | 99,25% | 99,25% |
09/08/2024 | 16,50% | 0,06 CHF | 0,07 CHF | 290 000 | 290 000 | 133 204 | 133 204 | 7 611 CHF | 8 949 CHF | 99,88% | 99,88% |
08/08/2024 | 19,08% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 133 269 | 133 269 | 6 824 CHF | 8 163 CHF | 99,94% | 99,94% |
07/08/2024 | 19,06% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 133 083 | 133 083 | 6 671 CHF | 8 008 CHF | 99,95% | 99,95% |
06/08/2024 | 21,69% | 0,05 CHF | 0,06 CHF | 300 000 | 300 000 | 138 185 | 138 185 | 6 056 CHF | 7 444 CHF | 99,98% | 99,98% |
02/08/2024 | 20,42% | 0,04 CHF | 0,05 CHF | 310 000 | 310 000 | 136 510 | 136 510 | 5 939 CHF | 7 311 CHF | 98,55% | 98,55% |
30/07/2024 | 22,46% | 0,05 CHF | 0,06 CHF | 290 000 | 290 000 | 116 014 | 116 014 | 5 284 CHF | 6 454 CHF | 99,08% | 99,08% |