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 | 2.64% | 0.77 CHF | 0.79 CHF | 70'000 | 25'000 | 70'478 | 25'000 | 52'112 CHF | 18'986 CHF | 96.65% | 96.65% |
12.08.2024 | 2.62% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'825 CHF | 19'000 CHF | 99.99% | 99.99% |
09.08.2024 | 2.71% | 0.70 CHF | 0.72 CHF | 80'000 | 25'000 | 79'350 | 25'000 | 54'898 CHF | 17'778 CHF | 99.03% | 99.03% |
08.08.2024 | 3.53% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 68'785 | 21'927 | 41'416 CHF | 13'681 CHF | 97.54% | 97.54% |
07.08.2024 | 2.78% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'067 | 25'000 | 52'749 CHF | 16'935 CHF | 98.49% | 98.49% |
06.08.2024 | 4.29% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 88'438 | 22'986 | 53'258 CHF | 14'432 CHF | 97.97% | 97.97% |
02.08.2024 | 7.74% | 0.70 CHF | 0.76 CHF | 80'000 | 7'500 | 70'474 | 7'500 | 53'835 CHF | 6'193 CHF | 94.15% | 94.15% |
31.07.2024 | 2.30% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 24'491 | 57'324 CHF | 23'923 CHF | 30.67% | 30.67% |
30.07.2024 | 2.20% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'767 CHF | 23'753 CHF | 97.61% | 97.61% |
29.07.2024 | 2.31% | 0.88 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'300 CHF | 22'301 CHF | 100.00% | 100.00% |