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 | 2,96% | 0,57 CHF | 0,59 CHF | 80 769 | 50 000 | 80 827 | 49 160 | 44 390 CHF | 27 804 CHF | 99,17% | 99,17% |
14/08/2024 | 3,00% | 0,57 CHF | 0,58 CHF | 80 111 | 50 000 | 80 658 | 48 697 | 42 879 CHF | 26 665 CHF | 98,48% | 98,48% |
13/08/2024 | 3,89% | 0,45 CHF | 0,47 CHF | 82 087 | 50 000 | 82 461 | 50 000 | 35 733 CHF | 22 526 CHF | 96,93% | 96,93% |
12/08/2024 | 3,32% | 0,42 CHF | 0,43 CHF | 82 864 | 50 000 | 82 750 | 50 000 | 35 509 CHF | 22 180 CHF | 100,00% | 100,00% |
09/08/2024 | 3,78% | 0,40 CHF | 0,41 CHF | 82 837 | 50 000 | 83 165 | 50 000 | 31 737 CHF | 19 817 CHF | 99,19% | 99,19% |
08/08/2024 | 5,70% | 0,32 CHF | 0,33 CHF | 84 215 | 50 000 | 84 368 | 50 000 | 23 543 CHF | 14 767 CHF | 97,58% | 97,58% |
07/08/2024 | 4,33% | 0,36 CHF | 0,38 CHF | 83 512 | 50 000 | 83 629 | 50 000 | 27 592 CHF | 17 226 CHF | 99,98% | 99,98% |