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 | 0.78% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 317'680 CHF | 128'072 CHF | 99.16% | 99.16% |
12.08.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 307'954 CHF | 124'181 CHF | 99.15% | 99.15% |
09.08.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 311'967 CHF | 125'787 CHF | 99.16% | 99.16% |
08.08.2024 | 0.74% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 336'614 CHF | 135'646 CHF | 99.15% | 99.15% |
07.08.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 331'961 CHF | 133'784 CHF | 99.16% | 99.16% |
06.08.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 340'027 CHF | 137'011 CHF | 99.13% | 99.13% |
02.08.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 324'786 CHF | 130'914 CHF | 97.54% | 97.54% |
31.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 301'148 CHF | 121'459 CHF | 37.88% | 37.88% |
30.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'379 CHF | 123'152 CHF | 97.00% | 97.00% |
29.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 306'701 CHF | 123'681 CHF | 99.16% | 99.16% |