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 | 14.98% | 0.14 CHF | 0.15 CHF | 360'000 | 25'000 | 416'415 | 25'000 | 50'538 CHF | 3'538 CHF | 96.65% | 96.65% |
12.08.2024 | 13.96% | 0.13 CHF | 0.15 CHF | 390'000 | 25'000 | 412'202 | 25'000 | 50'544 CHF | 3'534 CHF | 100.00% | 100.00% |
09.08.2024 | 17.54% | 0.11 CHF | 0.13 CHF | 460'000 | 25'000 | 490'156 | 25'000 | 50'135 CHF | 3'052 CHF | 99.03% | 99.03% |
08.08.2024 | 24.19% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 380'274 | 21'930 | 30'186 CHF | 2'175 CHF | 97.62% | 97.62% |
07.08.2024 | 17.46% | 0.10 CHF | 0.11 CHF | 500'000 | 25'000 | 497'660 | 25'000 | 48'733 CHF | 2'917 CHF | 98.55% | 98.55% |
06.08.2024 | 27.38% | 0.09 CHF | 0.11 CHF | 500'000 | 25'000 | 500'000 | 22'979 | 42'144 CHF | 2'536 CHF | 98.23% | 98.23% |
02.08.2024 | 36.93% | 0.11 CHF | 0.17 CHF | 460'000 | 7'500 | 375'496 | 7'500 | 50'574 CHF | 1'475 CHF | 94.83% | 94.83% |
31.07.2024 | 9.60% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 227'699 | 24'491 | 50'565 CHF | 5'990 CHF | 30.66% | 30.66% |
30.07.2024 | 8.98% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 233'537 | 25'000 | 50'501 CHF | 5'920 CHF | 97.61% | 97.61% |
29.07.2024 | 10.39% | 0.19 CHF | 0.21 CHF | 270'000 | 25'000 | 270'508 | 25'000 | 50'544 CHF | 5'193 CHF | 100.00% | 100.00% |