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 | 15,93% | 0,06 CHF | 0,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 28 902 CHF | 33 902 CHF | 100,00% | 100,00% |
14/08/2024 | 15,50% | 0,06 CHF | 0,07 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 26 790 CHF | 31 290 CHF | 100,00% | 100,00% |
13/08/2024 | 14,70% | 0,06 CHF | 0,07 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 28 372 CHF | 32 872 CHF | 100,00% | 100,00% |
12/08/2024 | 14,88% | 0,06 CHF | 0,07 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 28 005 CHF | 32 505 CHF | 100,00% | 100,00% |
09/08/2024 | 14,59% | 0,06 CHF | 0,07 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 25 432 CHF | 29 432 CHF | 100,00% | 100,00% |
08/08/2024 | 13,60% | 0,07 CHF | 0,08 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 27 412 CHF | 31 412 CHF | 100,00% | 100,00% |
07/08/2024 | 13,41% | 0,07 CHF | 0,08 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 24 407 CHF | 27 907 CHF | 100,00% | 100,00% |
06/08/2024 | 12,76% | 0,07 CHF | 0,08 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 29 367 CHF | 33 367 CHF | 100,00% | 100,00% |
02/08/2024 | 15,56% | 0,06 CHF | 0,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 29 640 CHF | 34 640 CHF | 100,00% | 100,00% |
31/07/2024 | 17,25% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 26 495 CHF | 31 495 CHF | 43,92% | 43,92% |