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 | 22,68% | 0,13 CHF | 0,16 CHF | 92 332 | 25 000 | 91 741 | 24 895 | 10 988 CHF | 3 741 CHF | 99,19% | 99,19% |
14/08/2024 | 22,80% | 0,12 CHF | 0,15 CHF | 91 134 | 25 000 | 91 327 | 24 791 | 11 011 CHF | 3 754 CHF | 98,68% | 98,68% |
13/08/2024 | 18,63% | 0,13 CHF | 0,16 CHF | 91 830 | 25 000 | 92 487 | 25 000 | 13 584 CHF | 4 421 CHF | 97,07% | 97,07% |
12/08/2024 | 17,92% | 0,14 CHF | 0,17 CHF | 92 547 | 25 000 | 92 881 | 25 000 | 14 206 CHF | 4 573 CHF | 100,00% | 100,00% |
09/08/2024 | 15,22% | 0,15 CHF | 0,18 CHF | 92 295 | 25 000 | 93 097 | 25 000 | 16 182 CHF | 5 060 CHF | 100,00% | 100,00% |
08/08/2024 | 12,31% | 0,19 CHF | 0,22 CHF | 93 565 | 25 000 | 93 845 | 25 000 | 20 011 CHF | 6 028 CHF | 97,79% | 97,79% |
07/08/2024 | 12,56% | 0,19 CHF | 0,22 CHF | 93 758 | 25 000 | 93 728 | 25 000 | 19 308 CHF | 5 833 CHF | 100,00% | 100,00% |
06/08/2024 | 15,02% | 0,24 CHF | 0,26 CHF | 93 864 | 25 000 | 94 166 | 22 948 | 22 171 CHF | 6 269 CHF | 99,35% | 99,35% |