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 | 11,90% | 0,08 CHF | 0,09 CHF | 168 641 | 50 000 | 168 577 | 49 212 | 16 788 CHF | 5 517 CHF | 77,32% | 98,32% |
14/08/2024 | 11,38% | 0,10 CHF | 0,11 CHF | 167 943 | 50 000 | 168 473 | 48 668 | 19 568 CHF | 6 334 CHF | 98,49% | 98,49% |
13/08/2024 | 6,35% | 0,18 CHF | 0,19 CHF | 170 960 | 50 000 | 171 502 | 50 000 | 32 466 CHF | 10 071 CHF | 97,09% | 97,09% |
12/08/2024 | 7,95% | 0,15 CHF | 0,17 CHF | 170 485 | 50 000 | 170 376 | 50 000 | 24 624 CHF | 7 819 CHF | 99,76% | 99,76% |
09/08/2024 | 7,59% | 0,17 CHF | 0,18 CHF | 170 406 | 50 000 | 170 037 | 50 000 | 26 764 CHF | 8 485 CHF | 99,82% | 99,82% |
08/08/2024 | 5,43% | 0,20 CHF | 0,22 CHF | 171 612 | 50 000 | 171 160 | 50 000 | 37 490 CHF | 11 559 CHF | 96,61% | 96,61% |
07/08/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 169 226 | 50 000 | 169 994 | 50 000 | 30 509 CHF | 9 565 CHF | 99,93% | 99,93% |