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 | 7,28% | 0,16 CHF | 0,23 CHF | 80 769 | 50 000 | 80 999 | 50 000 | 17 074 CHF | 11 338 CHF | 10,92% | 99,17% |
14/08/2024 | 6,43% | 0,17 CHF | 0,23 CHF | 80 092 | 20 000 | 80 847 | 49 953 | 17 686 CHF | 11 650 CHF | 57,13% | 98,48% |
13/08/2024 | 5,21% | 0,28 CHF | 0,30 CHF | 82 058 | 50 000 | 82 464 | 50 000 | 24 786 CHF | 15 830 CHF | 96,93% | 96,93% |
12/08/2024 | 4,65% | 0,32 CHF | 0,33 CHF | 82 864 | 50 000 | 82 746 | 50 000 | 25 448 CHF | 16 106 CHF | 100,00% | 100,00% |
09/08/2024 | 4,33% | 0,34 CHF | 0,36 CHF | 82 837 | 50 000 | 83 162 | 50 000 | 29 656 CHF | 18 619 CHF | 99,90% | 99,90% |
08/08/2024 | 3,32% | 0,42 CHF | 0,44 CHF | 84 215 | 50 000 | 84 367 | 50 000 | 38 749 CHF | 23 733 CHF | 97,58% | 97,58% |
07/08/2024 | 3,82% | 0,37 CHF | 0,39 CHF | 83 520 | 50 000 | 83 623 | 50 000 | 34 055 CHF | 21 152 CHF | 99,34% | 99,34% |
06/08/2024 | 3,89% | 0,50 CHF | 0,51 CHF | 84 331 | 50 000 | 84 731 | 40 722 | 43 680 CHF | 21 967 CHF | 92,67% | 92,67% |