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 | 8,29% | 0,13 CHF | 0,14 CHF | 162 537 | 50 000 | 163 474 | 49 810 | 19 109 CHF | 6 324 CHF | 92,54% | 92,54% |
14/08/2024 | 9,32% | 0,11 CHF | 0,12 CHF | 163 719 | 50 000 | 164 190 | 49 267 | 16 931 CHF | 5 571 CHF | 98,49% | 98,49% |
13/08/2024 | 10,91% | 0,08 CHF | 0,09 CHF | 167 574 | 50 000 | 166 519 | 50 000 | 14 506 CHF | 4 857 CHF | 43,44% | 96,93% |
12/08/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 167 038 | 50 000 | 167 127 | 50 000 | 14 939 CHF | 4 970 CHF | 38,20% | 100,00% |