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 | 10,88% | 0,14 CHF | 0,15 CHF | 360 000 | 250 000 | 430 931 | 196 474 | 50 564 CHF | 25 998 CHF | 92,32% | 92,32% |
14/08/2024 | 12,64% | 0,10 CHF | 0,11 CHF | 500 000 | 250 000 | 500 000 | 198 952 | 45 100 CHF | 20 272 CHF | 85,27% | 85,27% |
13/08/2024 | 12,83% | 0,09 CHF | 0,10 CHF | 500 000 | 250 000 | 500 000 | 205 560 | 37 043 CHF | 17 474 CHF | 87,29% | 87,29% |
12/08/2024 | 12,36% | 0,08 CHF | 0,09 CHF | 500 000 | 250 000 | 500 000 | 200 212 | 43 549 CHF | 19 634 CHF | 99,00% | 99,00% |
09/08/2024 | 12,02% | 0,09 CHF | 0,10 CHF | 500 000 | 250 000 | 500 000 | 199 420 | 44 199 CHF | 19 856 CHF | 77,29% | 77,29% |
08/08/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |