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 | 6,13% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 960 CHF | 8 460 CHF | 100,00% | 100,00% |
14/08/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 7 391 CHF | 7 791 CHF | 100,00% | 100,00% |
13/08/2024 | 4,69% | 0,21 CHF | 0,22 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 9 380 CHF | 9 830 CHF | 100,00% | 100,00% |
12/08/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 8 553 CHF | 9 003 CHF | 100,00% | 100,00% |
09/08/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 8 656 CHF | 9 106 CHF | 100,00% | 100,00% |
08/08/2024 | 4,80% | 0,19 CHF | 0,20 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 9 164 CHF | 9 614 CHF | 100,00% | 100,00% |
07/08/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 7 435 CHF | 7 835 CHF | 100,00% | 100,00% |
06/08/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 8 848 CHF | 9 248 CHF | 100,00% | 100,00% |
02/08/2024 | 6,03% | 0,17 CHF | 0,18 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 267 CHF | 11 967 CHF | 100,00% | 100,00% |
31/07/2024 | 12,62% | 0,13 CHF | 0,15 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 10 126 CHF | 11 485 CHF | 43,99% | 43,99% |