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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 13.37% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 452'224 | 100'000 | 39'261 CHF | 9'855 CHF | 98.27% | 98.27% |
28.08.2024 | 12.16% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'739 CHF | 8'748 CHF | 98.99% | 98.99% |
27.08.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'983 CHF | 7'997 CHF | 99.08% | 99.08% |
26.08.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'222 CHF | 8'444 CHF | 99.44% | 99.44% |
23.08.2024 | 13.13% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'655 CHF | 8'131 CHF | 92.67% | 92.67% |
22.08.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'301 CHF | 8'860 CHF | 99.14% | 99.14% |
21.08.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'639 CHF | 7'928 CHF | 98.24% | 98.24% |
20.08.2024 | 12.40% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'001 CHF | 8'600 CHF | 97.54% | 97.54% |
19.08.2024 | 13.19% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'493 CHF | 8'099 CHF | 96.08% | 96.08% |
16.08.2024 | 14.24% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'912 CHF | 7'582 CHF | 100.00% | 100.00% |