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 | 4.40% | 0.45 CHF | 0.47 CHF | 120'000 | 25'000 | 120'879 | 25'000 | 51'992 CHF | 11'241 CHF | 96.64% | 96.64% |
12.08.2024 | 4.39% | 0.44 CHF | 0.46 CHF | 120'000 | 25'000 | 120'000 | 25'000 | 51'692 CHF | 11'253 CHF | 100.00% | 100.00% |
09.08.2024 | 4.72% | 0.40 CHF | 0.42 CHF | 130'000 | 25'000 | 130'006 | 25'000 | 51'561 CHF | 10'395 CHF | 99.03% | 99.03% |
08.08.2024 | 6.19% | 0.38 CHF | 0.40 CHF | 140'000 | 25'000 | 119'115 | 21'954 | 40'544 CHF | 7'947 CHF | 97.10% | 97.10% |
07.08.2024 | 4.79% | 0.37 CHF | 0.39 CHF | 140'000 | 25'000 | 136'971 | 25'000 | 52'090 CHF | 9'981 CHF | 98.30% | 98.30% |
06.08.2024 | 7.45% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 149'649 | 22'931 | 51'709 CHF | 8'527 CHF | 95.02% | 95.02% |
02.08.2024 | 13.17% | 0.39 CHF | 0.46 CHF | 130'000 | 7'500 | 120'586 | 7'500 | 52'350 CHF | 3'718 CHF | 95.03% | 95.03% |
31.07.2024 | 3.99% | 0.54 CHF | 0.56 CHF | 100'000 | 25'000 | 95'753 | 24'491 | 53'192 CHF | 14'159 CHF | 30.66% | 30.66% |
30.07.2024 | 3.74% | 0.54 CHF | 0.56 CHF | 100'000 | 25'000 | 99'351 | 25'000 | 53'504 CHF | 13'979 CHF | 97.45% | 97.45% |
29.07.2024 | 4.01% | 0.51 CHF | 0.53 CHF | 100'000 | 25'000 | 102'564 | 25'000 | 51'383 CHF | 13'047 CHF | 100.00% | 100.00% |