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 | 11,37% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 72 232 | 72 232 | 6 087 CHF | 6 812 CHF | 99,89% | 99,89% |
14/08/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 72 244 | 72 244 | 5 725 CHF | 6 451 CHF | 99,27% | 99,27% |
13/08/2024 | 12,89% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 72 158 | 72 158 | 5 462 CHF | 6 187 CHF | 99,92% | 99,92% |
12/08/2024 | 11,33% | 0,08 CHF | 0,09 CHF | 160 000 | 160 000 | 71 916 | 71 916 | 6 026 CHF | 6 751 CHF | 99,90% | 99,90% |
09/08/2024 | 6,52% | 0,10 CHF | 0,11 CHF | 160 000 | 160 000 | 54 343 | 54 343 | 7 237 CHF | 7 783 CHF | 99,86% | 99,86% |
08/08/2024 | 7,08% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 72 133 | 72 133 | 10 574 CHF | 11 299 CHF | 99,95% | 99,95% |
07/08/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 160 000 | 160 000 | 72 121 | 72 121 | 10 363 CHF | 11 087 CHF | 99,97% | 99,97% |
06/08/2024 | 6,71% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 72 750 | 72 750 | 13 056 CHF | 13 907 CHF | 97,59% | 97,59% |
02/08/2024 | 5,40% | 0,19 CHF | 0,20 CHF | 160 000 | 160 000 | 68 151 | 68 151 | 13 315 CHF | 13 999 CHF | 99,86% | 99,86% |
30/07/2024 | 5,04% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 67 698 | 67 698 | 13 504 CHF | 14 184 CHF | 99,89% | 99,89% |