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 | 17,18% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 26 624 CHF | 31 624 CHF | 100,00% | 100,00% |
14/08/2024 | 16,89% | 0,05 CHF | 0,06 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 24 405 CHF | 28 905 CHF | 100,00% | 100,00% |
13/08/2024 | 13,71% | 0,06 CHF | 0,07 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 27 226 CHF | 31 226 CHF | 100,00% | 100,00% |
12/08/2024 | 14,51% | 0,07 CHF | 0,08 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 28 790 CHF | 33 290 CHF | 100,00% | 100,00% |
09/08/2024 | 15,33% | 0,06 CHF | 0,07 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 27 116 CHF | 31 616 CHF | 100,00% | 100,00% |
08/08/2024 | 13,95% | 0,06 CHF | 0,07 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 26 730 CHF | 30 730 CHF | 100,00% | 100,00% |
07/08/2024 | 13,99% | 0,06 CHF | 0,07 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 20 043 CHF | 23 043 CHF | 100,00% | 100,00% |
06/08/2024 | 10,89% | 0,08 CHF | 0,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 17 417 CHF | 19 417 CHF | 100,00% | 100,00% |
02/08/2024 | 8,53% | 0,12 CHF | 0,13 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 28 096 CHF | 30 596 CHF | 100,00% | 100,00% |
31/07/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 24 884 CHF | 27 668 CHF | 43,98% | 43,98% |