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 | 11,24% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 298 637 | 298 637 | 25 086 CHF | 28 072 CHF | 100,00% | 100,00% |
14/08/2024 | 11,63% | 0,08 CHF | 0,09 CHF | 350 000 | 350 000 | 349 170 | 349 170 | 28 283 CHF | 31 775 CHF | 100,00% | 100,00% |
13/08/2024 | 12,66% | 0,07 CHF | 0,08 CHF | 350 000 | 350 000 | 348 435 | 348 435 | 25 784 CHF | 29 269 CHF | 100,00% | 100,00% |
12/08/2024 | 12,20% | 0,08 CHF | 0,09 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 26 950 CHF | 30 450 CHF | 100,00% | 100,00% |
09/08/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 26 600 CHF | 30 100 CHF | 100,00% | 100,00% |
08/08/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 350 000 | 350 000 | 348 380 | 348 380 | 24 387 CHF | 27 870 CHF | 100,00% | 100,00% |
07/08/2024 | 13,16% | 0,07 CHF | 0,08 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 24 850 CHF | 28 350 CHF | 100,00% | 100,00% |
06/08/2024 | 12,82% | 0,07 CHF | 0,08 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 25 550 CHF | 29 050 CHF | 100,00% | 100,00% |
02/08/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 248 891 | 248 891 | 22 400 CHF | 24 889 CHF | 100,00% | 100,00% |
30/07/2024 | 8,46% | 0,12 CHF | 0,13 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 28 353 CHF | 30 853 CHF | 100,00% | 100,00% |