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 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 147'571 | 75'000 | 51'564 CHF | 26'970 CHF | 96.65% | 96.65% |
12.08.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 148'794 | 75'000 | 52'084 CHF | 27'009 CHF | 100.00% | 100.00% |
09.08.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 159'154 | 75'000 | 51'963 CHF | 25'243 CHF | 99.03% | 99.03% |
08.08.2024 | 4.25% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 144'660 | 65'812 | 41'135 CHF | 19'479 CHF | 97.55% | 97.55% |
07.08.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 167'600 | 75'000 | 52'051 CHF | 24'054 CHF | 98.64% | 98.64% |
06.08.2024 | 4.68% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 179'992 | 54'099 | 51'242 CHF | 16'010 CHF | 95.02% | 95.02% |
02.08.2024 | 8.15% | 0.33 CHF | 0.36 CHF | 160'000 | 20'000 | 143'109 | 20'000 | 51'612 CHF | 7'833 CHF | 95.18% | 95.18% |
31.07.2024 | 2.59% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 117'039 | 68'209 | 52'878 CHF | 31'506 CHF | 30.63% | 30.63% |
30.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'926 | 75'000 | 52'770 CHF | 33'753 CHF | 97.13% | 97.13% |
29.07.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 126'247 | 75'000 | 52'009 CHF | 31'691 CHF | 100.00% | 100.00% |