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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'623 CHF | 162'623 CHF | 99.59% | 99.59% |
12.08.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'420 CHF | 164'420 CHF | 99.47% | 99.47% |
09.08.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'786 CHF | 177'786 CHF | 99.47% | 99.47% |
08.08.2024 | 1.01% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 198'298 CHF | 200'298 CHF | 99.99% | 99.99% |
07.08.2024 | 1.03% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 192'928 CHF | 194'928 CHF | 99.45% | 99.45% |
06.08.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'752 CHF | 214'752 CHF | 99.54% | 99.54% |
02.08.2024 | 1.18% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'094 CHF | 171'094 CHF | 99.97% | 99.97% |
30.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'949 CHF | 112'949 CHF | 100.00% | 100.00% |
29.07.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'933 CHF | 117'933 CHF | 99.66% | 99.66% |
25.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'456 CHF | 125'456 CHF | 99.99% | 99.99% |