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 | 7,81% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 418 031 | 418 031 | 51 432 CHF | 55 613 CHF | 99,39% | 99,39% |
14/08/2024 | 8,36% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 451 329 | 451 329 | 51 679 CHF | 56 192 CHF | 98,86% | 98,86% |
13/08/2024 | 9,40% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 495 975 | 495 975 | 50 312 CHF | 55 272 CHF | 98,92% | 98,92% |
12/08/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 957 | 493 957 | 50 097 CHF | 55 036 CHF | 98,79% | 98,79% |
09/08/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 468 171 | 468 171 | 51 659 CHF | 56 340 CHF | 96,31% | 96,31% |