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 | 79,18% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 38 603 | 38 603 | 346 CHF | 789 CHF | 100,00% | 100,00% |
14/08/2024 | 87,75% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 39 075 | 39 075 | 314 CHF | 793 CHF | 99,26% | 99,26% |
13/08/2024 | 74,29% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 37 954 | 37 954 | 355 CHF | 770 CHF | 100,00% | 100,00% |
12/08/2024 | 78,32% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 38 320 | 38 320 | 338 CHF | 767 CHF | 98,51% | 98,51% |
09/08/2024 | 61,76% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 38 643 | 38 643 | 464 CHF | 864 CHF | 100,00% | 100,00% |
08/08/2024 | 56,86% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 38 698 | 38 698 | 516 CHF | 916 CHF | 100,00% | 100,00% |
07/08/2024 | 42,00% | 0,02 CHF | 0,03 CHF | 40 000 | 40 000 | 39 748 | 39 748 | 770 CHF | 1 170 CHF | 100,00% | 100,00% |
06/08/2024 | 40,40% | 0,01 CHF | 0,02 CHF | 40 000 | 40 000 | 38 633 | 38 633 | 880 CHF | 1 271 CHF | 99,99% | 99,99% |
02/08/2024 | 27,56% | 0,04 CHF | 0,05 CHF | 40 000 | 40 000 | 39 654 | 39 654 | 1 303 CHF | 1 703 CHF | 99,96% | 99,96% |
31/07/2024 | 23,60% | 0,04 CHF | 0,05 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 1 497 CHF | 1 897 CHF | 40,24% | 40,24% |