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 | 5.98% | 16.30 % | 17.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 24'335 CHF | 25'835 CHF | 100.00% | 100.00% |
12.08.2024 | 5.99% | 16.20 % | 17.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 24'273 CHF | 25'773 CHF | 98.30% | 98.30% |
09.08.2024 | 6.02% | 16.14 % | 17.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 24'172 CHF | 25'672 CHF | 100.00% | 100.00% |
08.08.2024 | 6.11% | 16.01 % | 17.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 23'817 CHF | 25'317 CHF | 99.91% | 99.91% |
07.08.2024 | 6.07% | 16.11 % | 17.11 % | 150'000 | 150'000 | 150'000 | 149'997 | 23'971 CHF | 25'471 CHF | 99.41% | 99.41% |
06.08.2024 | 6.25% | 15.63 % | 16.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 23'267 CHF | 24'767 CHF | 99.98% | 99.98% |
02.08.2024 | 6.02% | 15.77 % | 16.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 24'183 CHF | 25'683 CHF | 99.98% | 99.98% |
30.07.2024 | 5.65% | 17.19 % | 18.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 25'789 CHF | 27'289 CHF | 99.95% | 99.95% |
29.07.2024 | 5.59% | 17.19 % | 18.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 26'091 CHF | 27'591 CHF | 100.00% | 100.00% |
25.07.2024 | 5.00% | 19.66 % | 20.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 29'277 CHF | 30'777 CHF | 99.82% | 99.82% |