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 | 7,43% | 0,26 CHF | 0,27 CHF | 200 000 | 25 000 | 209 993 | 20 014 | 51 390 CHF | 5 301 CHF | 99,26% | 99,26% |
14/08/2024 | 7,38% | 0,26 CHF | 0,27 CHF | 200 000 | 25 000 | 208 947 | 19 914 | 51 266 CHF | 5 260 CHF | 85,77% | 85,77% |
13/08/2024 | 6,49% | 0,26 CHF | 0,27 CHF | 200 000 | 25 000 | 187 924 | 20 214 | 51 458 CHF | 5 889 CHF | 94,11% | 94,11% |
12/08/2024 | 6,66% | 0,28 CHF | 0,29 CHF | 180 000 | 25 000 | 188 476 | 20 017 | 51 270 CHF | 5 831 CHF | 99,08% | 99,08% |
09/08/2024 | 7,04% | 0,28 CHF | 0,29 CHF | 180 000 | 25 000 | 198 921 | 20 209 | 50 962 CHF | 5 579 CHF | 97,63% | 97,63% |
08/08/2024 | 7,28% | 0,26 CHF | 0,27 CHF | 190 000 | 25 000 | 206 926 | 19 996 | 51 225 CHF | 5 314 CHF | 95,97% | 95,97% |
07/08/2024 | 9,88% | 0,21 CHF | 0,22 CHF | 250 000 | 25 000 | 281 131 | 20 012 | 50 866 CHF | 4 022 CHF | 99,62% | 99,62% |
06/08/2024 | 10,64% | 0,18 CHF | 0,19 CHF | 290 000 | 25 000 | 304 987 | 20 090 | 50 861 CHF | 3 733 CHF | 98,44% | 98,44% |