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 | 4,91% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 29 952 CHF | 31 452 CHF | 100,00% | 100,00% |
14/08/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 27 704 CHF | 29 204 CHF | 99,27% | 99,27% |
13/08/2024 | 5,81% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 152 080 | 152 080 | 25 446 CHF | 26 966 CHF | 100,00% | 100,00% |
12/08/2024 | 5,64% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 150 101 | 150 101 | 25 898 CHF | 27 400 CHF | 99,25% | 99,25% |
09/08/2024 | 5,65% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 155 394 | 155 394 | 26 773 CHF | 28 327 CHF | 99,99% | 99,99% |