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 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 500'683 CHF | 201'273 CHF | 99.16% | 99.16% |
12.08.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 490'765 CHF | 197'306 CHF | 99.15% | 99.15% |
09.08.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 494'984 CHF | 198'994 CHF | 99.16% | 99.16% |
08.08.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 519'826 CHF | 208'930 CHF | 99.16% | 99.16% |
07.08.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 514'869 CHF | 206'948 CHF | 99.16% | 99.16% |
06.08.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 523'097 CHF | 210'239 CHF | 99.15% | 99.15% |
02.08.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 507'894 CHF | 204'158 CHF | 97.52% | 97.52% |
31.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 484'378 CHF | 194'751 CHF | 37.87% | 37.87% |
30.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 488'354 CHF | 196'341 CHF | 97.01% | 97.01% |
29.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 489'947 CHF | 196'979 CHF | 99.16% | 99.16% |