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 | 1.66% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 299'878 CHF | 304'878 CHF | 100.00% | 100.00% |
12.08.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 499'767 | 499'767 | 361'427 CHF | 366'427 CHF | 99.87% | 99.87% |
09.08.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 410'153 CHF | 415'153 CHF | 99.98% | 99.98% |
08.08.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 453'199 CHF | 458'199 CHF | 99.89% | 99.89% |
07.08.2024 | 1.03% | 0.88 CHF | 0.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 484'003 CHF | 489'003 CHF | 99.98% | 99.98% |
06.08.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 529'262 CHF | 534'262 CHF | 99.92% | 99.92% |
02.08.2024 | 1.18% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 426'880 CHF | 431'880 CHF | 99.85% | 99.85% |
30.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 450'588 CHF | 455'589 CHF | 99.56% | 99.56% |
29.07.2024 | 1.28% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 388'721 CHF | 393'721 CHF | 99.99% | 99.99% |
25.07.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 401'968 CHF | 406'968 CHF | 99.96% | 99.96% |