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 | 1.67% | 1.50 CHF | 1.52 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'930 CHF | 36'182 CHF | 96.65% | 96.65% |
12.08.2024 | 1.83% | 1.45 CHF | 1.48 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'055 CHF | 36'319 CHF | 100.00% | 100.00% |
09.08.2024 | 1.43% | 1.34 CHF | 1.36 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'257 CHF | 33'764 CHF | 97.51% | 97.51% |
08.08.2024 | 1.86% | 1.27 CHF | 1.29 CHF | 40'000 | 25'000 | 39'936 | 21'936 | 45'432 CHF | 25'465 CHF | 95.61% | 95.61% |
07.08.2024 | 1.54% | 1.26 CHF | 1.28 CHF | 40'000 | 25'000 | 46'449 | 25'000 | 56'814 CHF | 31'127 CHF | 98.46% | 98.46% |
06.08.2024 | 2.40% | 1.13 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 22'938 | 55'045 CHF | 25'811 CHF | 95.87% | 95.87% |
02.08.2024 | 4.47% | 1.41 CHF | 1.47 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 61'866 CHF | 12'130 CHF | 93.26% | 93.26% |
31.07.2024 | 1.64% | 1.93 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 24'479 | 60'014 CHF | 49'736 CHF | 29.95% | 29.95% |
30.07.2024 | 1.52% | 1.96 CHF | 1.99 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'982 CHF | 49'903 CHF | 97.50% | 97.50% |
29.07.2024 | 1.61% | 1.88 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'667 CHF | 47'141 CHF | 100.00% | 100.00% |