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 | 1.17% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'646 CHF | 43'146 CHF | 99.59% | 99.59% |
12.08.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'019 CHF | 43'519 CHF | 99.48% | 99.48% |
09.08.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'563 CHF | 44'063 CHF | 99.48% | 99.48% |
08.08.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'519 CHF | 45'019 CHF | 100.00% | 100.00% |
07.08.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'330 CHF | 44'830 CHF | 99.42% | 99.42% |
06.08.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'960 CHF | 47'460 CHF | 99.57% | 99.57% |
02.08.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'666 CHF | 47'166 CHF | 99.99% | 99.99% |
30.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'675 CHF | 47'175 CHF | 100.00% | 100.00% |
29.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'629 CHF | 47'129 CHF | 99.53% | 99.53% |
25.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'943 CHF | 47'443 CHF | 100.00% | 100.00% |