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 | 17,99% | 0,05 CHF | 0,06 CHF | 230 000 | 230 000 | 101 924 | 101 924 | 5 379 CHF | 6 415 CHF | 99,89% | 99,89% |
14/08/2024 | 25,40% | 0,03 CHF | 0,04 CHF | 240 000 | 240 000 | 107 000 | 107 000 | 3 728 CHF | 4 804 CHF | 99,14% | 99,14% |
13/08/2024 | 32,56% | 0,04 CHF | 0,05 CHF | 240 000 | 240 000 | 113 007 | 113 007 | 3 249 CHF | 4 384 CHF | 99,99% | 99,99% |
12/08/2024 | 33,32% | 0,02 CHF | 0,03 CHF | 250 000 | 250 000 | 114 329 | 114 329 | 2 900 CHF | 4 053 CHF | 99,02% | 99,02% |
09/08/2024 | 32,59% | 0,03 CHF | 0,04 CHF | 260 000 | 260 000 | 117 255 | 117 255 | 3 059 CHF | 4 236 CHF | 99,88% | 99,88% |
08/08/2024 | 34,24% | 0,03 CHF | 0,04 CHF | 260 000 | 260 000 | 119 000 | 119 000 | 3 020 CHF | 4 215 CHF | 99,99% | 99,99% |
07/08/2024 | 34,59% | 0,02 CHF | 0,03 CHF | 250 000 | 250 000 | 118 561 | 118 561 | 2 904 CHF | 4 095 CHF | 100,00% | 100,00% |
06/08/2024 | 32,74% | 0,02 CHF | 0,03 CHF | 260 000 | 260 000 | 119 078 | 119 078 | 3 122 CHF | 4 318 CHF | 99,86% | 99,86% |
02/08/2024 | 31,03% | 0,03 CHF | 0,04 CHF | 260 000 | 260 000 | 118 703 | 118 703 | 3 409 CHF | 4 604 CHF | 99,98% | 99,98% |
30/07/2024 | 24,91% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 114 604 | 114 604 | 4 124 CHF | 5 275 CHF | 99,90% | 99,90% |