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 | 0.89% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 280'683 CHF | 113'273 CHF | 99.16% | 99.16% |
12.08.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'765 CHF | 109'306 CHF | 99.16% | 99.16% |
09.08.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 274'984 CHF | 110'994 CHF | 99.16% | 99.16% |
08.08.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 299'826 CHF | 120'930 CHF | 99.16% | 99.16% |
07.08.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 294'869 CHF | 118'948 CHF | 99.16% | 99.16% |
06.08.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 302'910 CHF | 122'164 CHF | 99.11% | 99.11% |
02.08.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 287'724 CHF | 116'090 CHF | 97.52% | 97.52% |
31.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 264'190 CHF | 106'676 CHF | 37.87% | 37.87% |
30.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'261 CHF | 108'304 CHF | 97.01% | 97.01% |
29.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'684 CHF | 108'874 CHF | 99.16% | 99.16% |