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 | 5.42% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 269'627 CHF | 284'627 CHF | 99.25% | 99.25% |
12.08.2024 | 5.22% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 279'983 CHF | 294'983 CHF | 99.24% | 99.24% |
09.08.2024 | 5.36% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 272'516 CHF | 287'516 CHF | 99.68% | 99.68% |
08.08.2024 | 6.22% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'998'440 | 2'998'440 | 234'792 CHF | 249'792 CHF | 100.00% | 100.00% |
07.08.2024 | 5.47% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 266'744 CHF | 281'744 CHF | 98.91% | 98.91% |
06.08.2024 | 6.07% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 239'672 CHF | 254'672 CHF | 99.98% | 99.98% |
02.08.2024 | 4.39% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 334'891 CHF | 349'891 CHF | 99.97% | 99.97% |
30.07.2024 | 3.58% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 411'499 CHF | 426'499 CHF | 100.00% | 100.00% |
29.07.2024 | 3.49% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 422'766 CHF | 437'766 CHF | 100.00% | 100.00% |
25.07.2024 | 4.19% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 350'225 CHF | 365'225 CHF | 100.00% | 100.00% |