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 | 6,37% | 0,15 CHF | 0,16 CHF | 198 293 | 100 000 | 198 024 | 98 951 | 30 187 CHF | 16 077 CHF | 99,18% | 99,18% |
14/08/2024 | 6,30% | 0,16 CHF | 0,17 CHF | 198 084 | 100 000 | 197 384 | 98 268 | 31 181 CHF | 16 534 CHF | 98,48% | 98,48% |
13/08/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 198 646 | 100 000 | 199 725 | 100 000 | 35 308 CHF | 18 675 CHF | 96,31% | 96,31% |
12/08/2024 | 6,41% | 0,16 CHF | 0,17 CHF | 198 629 | 100 000 | 198 072 | 100 000 | 29 983 CHF | 16 136 CHF | 100,00% | 100,00% |
09/08/2024 | 7,68% | 0,15 CHF | 0,16 CHF | 197 261 | 100 000 | 194 771 | 100 000 | 24 724 CHF | 13 685 CHF | 100,00% | 100,00% |
08/08/2024 | 7,07% | 0,13 CHF | 0,14 CHF | 194 749 | 100 000 | 194 690 | 100 000 | 26 674 CHF | 14 700 CHF | 97,95% | 97,95% |
07/08/2024 | 9,19% | 0,10 CHF | 0,11 CHF | 192 468 | 100 000 | 166 488 | 90 631 | 19 436 CHF | 11 651 CHF | 100,00% | 100,00% |