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 | 6,31% | 0,16 CHF | 0,17 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 12 291 CHF | 13 091 CHF | 100,00% | 100,00% |
14/08/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 13 499 CHF | 14 399 CHF | 100,00% | 100,00% |
13/08/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 12 600 CHF | 13 500 CHF | 100,00% | 100,00% |
12/08/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 12 600 CHF | 13 500 CHF | 100,00% | 100,00% |
09/08/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 12 670 CHF | 13 570 CHF | 100,00% | 100,00% |
08/08/2024 | 7,68% | 0,13 CHF | 0,14 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 11 283 CHF | 12 183 CHF | 100,00% | 100,00% |
07/08/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 13 424 CHF | 14 324 CHF | 100,00% | 100,00% |
06/08/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 11 966 CHF | 12 866 CHF | 100,00% | 100,00% |
02/08/2024 | 6,10% | 0,15 CHF | 0,16 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 139 CHF | 11 839 CHF | 100,00% | 100,00% |
31/07/2024 | 8,71% | 0,17 CHF | 0,19 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 11 845 CHF | 12 921 CHF | 35,78% | 35,78% |