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 | 0.77% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 199'996 | 200'000 | 259'674 CHF | 261'678 CHF | 99.59% | 99.59% |
12.08.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 258'320 CHF | 260'320 CHF | 99.48% | 99.48% |
09.08.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'205 CHF | 248'205 CHF | 99.48% | 99.48% |
08.08.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 224'161 CHF | 226'161 CHF | 99.98% | 99.98% |
07.08.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'924 CHF | 231'924 CHF | 99.46% | 99.46% |
06.08.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'463 CHF | 212'463 CHF | 99.52% | 99.52% |
02.08.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 255'854 CHF | 257'854 CHF | 99.98% | 99.98% |
30.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 316'030 CHF | 318'030 CHF | 100.00% | 100.00% |
29.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'629 CHF | 313'629 CHF | 99.67% | 99.67% |
25.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'698 CHF | 307'698 CHF | 99.99% | 99.99% |