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 | 13,87% | 0,08 CHF | 0,09 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 9 442 CHF | 10 842 CHF | 99,99% | 99,99% |
14/08/2024 | 15,41% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 142 218 | 142 218 | 8 521 CHF | 9 943 CHF | 99,73% | 99,73% |
13/08/2024 | 16,37% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 8 418 CHF | 9 918 CHF | 100,00% | 100,00% |
12/08/2024 | 15,78% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 149 956 | 149 956 | 8 755 CHF | 10 255 CHF | 99,58% | 99,58% |
09/08/2024 | 16,48% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 8 367 CHF | 9 867 CHF | 100,00% | 100,00% |
08/08/2024 | 19,39% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 6 999 CHF | 8 499 CHF | 100,00% | 100,00% |
07/08/2024 | 18,07% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 7 559 CHF | 9 059 CHF | 99,99% | 99,99% |
06/08/2024 | 18,92% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 7 195 CHF | 8 695 CHF | 99,98% | 99,98% |
02/08/2024 | 13,85% | 0,05 CHF | 0,06 CHF | 150 000 | 30 000 | 141 356 | 28 271 | 9 577 CHF | 2 198 CHF | 99,98% | 99,98% |
31/07/2024 | 10,03% | 0,09 CHF | 0,10 CHF | 140 000 | 28 000 | 138 806 | 27 761 | 13 140 CHF | 2 906 CHF | 36,46% | 36,46% |