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 | 68,01% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 119 995 | 119 995 | 1 230 CHF | 2 479 CHF | 100,00% | 100,00% |
14/08/2024 | 72,64% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 1 159 CHF | 2 452 CHF | 99,27% | 99,27% |
13/08/2024 | 89,54% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 927 CHF | 2 408 CHF | 99,93% | 99,93% |
12/08/2024 | 61,24% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 118 932 | 118 932 | 1 366 CHF | 2 559 CHF | 99,35% | 99,35% |
09/08/2024 | 49,46% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 119 984 | 119 984 | 1 834 CHF | 3 034 CHF | 100,00% | 100,00% |
08/08/2024 | 57,94% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 119 938 | 119 938 | 1 496 CHF | 2 696 CHF | 100,00% | 100,00% |
07/08/2024 | 57,43% | 0,02 CHF | 0,03 CHF | 120 000 | 120 000 | 120 717 | 120 717 | 1 802 CHF | 3 089 CHF | 100,00% | 100,00% |
06/08/2024 | 79,04% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 115 449 | 115 449 | 1 115 CHF | 2 442 CHF | 100,00% | 100,00% |
02/08/2024 | 38,65% | 0,01 CHF | 0,02 CHF | 120 000 | 120 000 | 119 993 | 119 993 | 2 612 CHF | 3 812 CHF | 99,99% | 99,99% |
31/07/2024 | 21,48% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 4 587 CHF | 5 687 CHF | 40,21% | 40,21% |