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 | 1.15% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'348 CHF | 43'848 CHF | 99.59% | 99.59% |
12.08.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'977 CHF | 43'477 CHF | 99.48% | 99.48% |
09.08.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'494 CHF | 44'994 CHF | 99.48% | 99.48% |
08.08.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'724 CHF | 46'224 CHF | 99.99% | 99.99% |
07.08.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'736 CHF | 45'236 CHF | 99.43% | 99.43% |
06.08.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'010 CHF | 49'510 CHF | 99.55% | 99.55% |
02.08.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'227 CHF | 46'727 CHF | 100.00% | 100.00% |
30.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'271 CHF | 43'771 CHF | 100.00% | 100.00% |
29.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'862 CHF | 44'362 CHF | 99.67% | 99.67% |
25.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'132 CHF | 46'632 CHF | 100.00% | 100.00% |