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 | 26,38% | 0,03 CHF | 0,04 CHF | 450 000 | 450 000 | 201 764 | 201 764 | 6 855 CHF | 8 905 CHF | 99,81% | 99,81% |
14/08/2024 | 37,97% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 211 532 | 211 532 | 4 535 CHF | 6 661 CHF | 99,14% | 99,14% |
13/08/2024 | 50,97% | 0,02 CHF | 0,03 CHF | 480 000 | 480 000 | 220 045 | 220 045 | 3 665 CHF | 5 876 CHF | 99,99% | 99,99% |
12/08/2024 | 53,46% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 223 106 | 223 106 | 3 139 CHF | 5 389 CHF | 99,03% | 99,03% |
09/08/2024 | 52,43% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 226 503 | 226 503 | 3 222 CHF | 5 497 CHF | 99,90% | 99,90% |
08/08/2024 | 51,91% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 228 188 | 228 188 | 3 414 CHF | 5 706 CHF | 100,00% | 100,00% |
07/08/2024 | 53,14% | 0,02 CHF | 0,03 CHF | 500 000 | 500 000 | 227 693 | 227 693 | 3 255 CHF | 5 542 CHF | 99,98% | 99,98% |
06/08/2024 | 52,52% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 230 479 | 230 479 | 3 357 CHF | 5 673 CHF | 99,88% | 99,88% |
02/08/2024 | 53,42% | 0,02 CHF | 0,03 CHF | 520 000 | 520 000 | 229 064 | 229 064 | 3 341 CHF | 5 647 CHF | 99,98% | 99,98% |
30/07/2024 | 48,10% | 0,02 CHF | 0,03 CHF | 490 000 | 490 000 | 221 752 | 221 752 | 3 616 CHF | 5 843 CHF | 99,90% | 99,90% |