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 | 1,70% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 59 948 | 49 159 | 57 670 CHF | 48 094 CHF | 99,07% | 99,07% |
14/08/2024 | 1,69% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 60 000 | 48 697 | 56 665 CHF | 46 757 CHF | 98,49% | 98,49% |
13/08/2024 | 1,80% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 62 632 | 50 000 | 52 977 CHF | 43 114 CHF | 96,93% | 96,93% |
12/08/2024 | 1,70% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 63 535 | 50 000 | 53 409 CHF | 42 801 CHF | 100,00% | 100,00% |
09/08/2024 | 1,92% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 540 CHF | 40 442 CHF | 100,00% | 100,00% |
08/08/2024 | 2,25% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 77 593 | 50 000 | 53 615 CHF | 35 393 CHF | 97,82% | 97,82% |
07/08/2024 | 1,90% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 998 | 50 000 | 52 690 CHF | 37 848 CHF | 99,88% | 99,88% |