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 | 11,35% | 0,18 CHF | 0,19 CHF | 290 000 | 25 000 | 323 189 | 20 014 | 50 798 CHF | 3 554 CHF | 99,27% | 99,27% |
14/08/2024 | 11,14% | 0,17 CHF | 0,18 CHF | 300 000 | 25 000 | 321 058 | 19 918 | 50 896 CHF | 3 532 CHF | 85,77% | 85,77% |
13/08/2024 | 9,34% | 0,18 CHF | 0,19 CHF | 290 000 | 25 000 | 273 516 | 20 216 | 51 051 CHF | 4 128 CHF | 94,14% | 94,14% |
12/08/2024 | 9,72% | 0,20 CHF | 0,21 CHF | 260 000 | 25 000 | 276 398 | 20 017 | 50 997 CHF | 4 082 CHF | 99,08% | 99,08% |
09/08/2024 | 10,49% | 0,19 CHF | 0,20 CHF | 270 000 | 25 000 | 300 608 | 20 207 | 50 809 CHF | 3 822 CHF | 97,59% | 97,59% |
08/08/2024 | 10,97% | 0,18 CHF | 0,19 CHF | 290 000 | 25 000 | 315 886 | 19 992 | 50 885 CHF | 3 585 CHF | 95,89% | 95,89% |
07/08/2024 | 18,32% | 0,12 CHF | 0,13 CHF | 420 000 | 25 000 | 490 939 | 20 012 | 46 538 CHF | 2 289 CHF | 99,61% | 99,61% |
06/08/2024 | 20,87% | 0,09 CHF | 0,10 CHF | 500 000 | 25 000 | 497 623 | 20 090 | 40 385 CHF | 2 008 CHF | 98,41% | 98,41% |