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 | 8,01% | 0,15 CHF | 0,16 CHF | 330 000 | 250 000 | 392 469 | 200 107 | 50 566 CHF | 28 263 CHF | 99,32% | 99,32% |
14/08/2024 | 9,81% | 0,11 CHF | 0,12 CHF | 450 000 | 250 000 | 495 055 | 199 101 | 50 645 CHF | 22 390 CHF | 85,81% | 85,81% |
13/08/2024 | 11,85% | 0,10 CHF | 0,11 CHF | 490 000 | 250 000 | 498 957 | 204 967 | 41 637 CHF | 19 328 CHF | 87,84% | 87,84% |
12/08/2024 | 10,25% | 0,10 CHF | 0,10 CHF | 500 000 | 250 000 | 499 701 | 200 135 | 48 380 CHF | 21 399 CHF | 99,16% | 99,16% |
09/08/2024 | 9,99% | 0,11 CHF | 0,11 CHF | 460 000 | 250 000 | 495 866 | 200 091 | 48 557 CHF | 21 671 CHF | 78,66% | 78,66% |
08/08/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |