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 | 7,12% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 384 376 | 384 376 | 52 097 CHF | 55 940 CHF | 100,00% | 100,00% |
14/08/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 738 | 399 738 | 51 984 CHF | 55 981 CHF | 99,48% | 99,48% |
13/08/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 51 998 CHF | 55 998 CHF | 99,47% | 99,47% |
12/08/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 686 | 398 686 | 52 062 CHF | 56 048 CHF | 99,31% | 99,31% |
09/08/2024 | 7,26% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 392 665 | 392 665 | 52 152 CHF | 56 078 CHF | 99,37% | 99,37% |
08/08/2024 | 7,78% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 415 722 | 415 723 | 51 369 CHF | 55 526 CHF | 97,48% | 97,48% |
07/08/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 365 366 | 365 366 | 52 504 CHF | 56 158 CHF | 99,26% | 99,26% |
06/08/2024 | 7,66% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 410 145 | 410 145 | 51 499 CHF | 55 601 CHF | 99,43% | 99,43% |
02/08/2024 | 6,15% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 328 523 | 328 518 | 51 762 CHF | 55 047 CHF | 100,00% | 100,00% |
30/07/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 148 439 | 148 440 | 57 230 CHF | 58 715 CHF | 100,00% | 100,00% |