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 | 80,82% | 0,01 CHF | 0,02 CHF | 230 000 | 230 000 | 224 010 | 224 010 | 1 910 CHF | 4 480 CHF | 100,00% | 100,00% |
14/08/2024 | 87,07% | 0,01 CHF | 0,02 CHF | 230 000 | 230 000 | 223 988 | 223 988 | 1 766 CHF | 4 480 CHF | 99,69% | 99,69% |
13/08/2024 | 53,19% | 0,01 CHF | 0,02 CHF | 220 000 | 220 000 | 214 252 | 214 252 | 2 963 CHF | 5 105 CHF | 99,74% | 99,74% |
12/08/2024 | 43,27% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 213 989 | 213 989 | 3 891 CHF | 6 033 CHF | 98,95% | 98,95% |
09/08/2024 | 34,98% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 214 724 | 214 724 | 5 120 CHF | 7 267 CHF | 100,00% | 100,00% |
08/08/2024 | 38,03% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 221 899 | 221 899 | 4 760 CHF | 6 979 CHF | 99,98% | 99,98% |
07/08/2024 | 36,07% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 220 925 | 220 925 | 5 038 CHF | 7 248 CHF | 99,98% | 99,98% |
06/08/2024 | 33,22% | 0,03 CHF | 0,04 CHF | 230 000 | 230 000 | 224 004 | 224 004 | 5 649 CHF | 7 889 CHF | 99,97% | 99,97% |
02/08/2024 | 27,08% | 0,03 CHF | 0,04 CHF | 220 000 | 220 000 | 214 266 | 214 266 | 6 866 CHF | 9 009 CHF | 99,98% | 99,98% |
30/07/2024 | 28,15% | 0,03 CHF | 0,04 CHF | 220 000 | 220 000 | 214 255 | 214 255 | 6 560 CHF | 8 702 CHF | 100,00% | 100,00% |