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 | 5,68% | 0,16 CHF | 0,17 CHF | 188 915 | 100 000 | 189 085 | 98 687 | 33 405 CHF | 18 448 CHF | 99,18% | 99,18% |
14/08/2024 | 5,26% | 0,17 CHF | 0,18 CHF | 187 940 | 100 000 | 188 697 | 98 004 | 36 232 CHF | 19 834 CHF | 98,49% | 98,49% |
13/08/2024 | 4,04% | 0,23 CHF | 0,24 CHF | 190 576 | 100 000 | 190 349 | 100 000 | 46 460 CHF | 25 420 CHF | 96,30% | 96,30% |
12/08/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 191 839 | 100 000 | 191 655 | 100 000 | 45 286 CHF | 24 627 CHF | 99,38% | 99,38% |
09/08/2024 | 4,14% | 0,23 CHF | 0,24 CHF | 190 692 | 100 000 | 190 914 | 100 000 | 45 470 CHF | 24 811 CHF | 99,39% | 99,39% |
08/08/2024 | 3,62% | 0,24 CHF | 0,25 CHF | 190 971 | 100 000 | 183 475 | 100 000 | 49 860 CHF | 28 253 CHF | 74,74% | 74,74% |
07/08/2024 | 4,26% | 0,20 CHF | 0,21 CHF | 189 234 | 100 000 | 188 585 | 100 000 | 43 612 CHF | 24 156 CHF | 100,00% | 100,00% |
06/08/2024 | 4,99% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 180 140 | 79 462 | 49 048 CHF | 23 276 CHF | 99,01% | 99,01% |