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 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 230'219 CHF | 232'219 CHF | 99.59% | 99.59% |
12.08.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'059 CHF | 231'059 CHF | 99.47% | 99.47% |
09.08.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 216'858 CHF | 218'858 CHF | 99.48% | 99.48% |
08.08.2024 | 1.02% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'780 CHF | 196'780 CHF | 99.99% | 99.99% |
07.08.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 200'549 CHF | 202'549 CHF | 99.47% | 99.47% |
06.08.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'144 CHF | 183'144 CHF | 99.51% | 99.51% |
02.08.2024 | 0.88% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 226'402 CHF | 228'402 CHF | 99.99% | 99.99% |
30.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 286'735 CHF | 288'735 CHF | 100.00% | 100.00% |
29.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 282'111 CHF | 284'111 CHF | 99.66% | 99.66% |
25.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'297 CHF | 278'297 CHF | 100.00% | 100.00% |