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 | 0.52% | 1.94 CHF | 1.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 386'302 CHF | 388'302 CHF | 99.59% | 99.59% |
12.08.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 385'119 CHF | 387'119 CHF | 99.47% | 99.47% |
09.08.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 372'933 CHF | 374'933 CHF | 99.48% | 99.48% |
08.08.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 350'843 CHF | 352'843 CHF | 99.98% | 99.98% |
07.08.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 356'617 CHF | 358'617 CHF | 99.47% | 99.47% |
06.08.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 337'212 CHF | 339'212 CHF | 99.54% | 99.54% |
02.08.2024 | 0.52% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 382'466 CHF | 384'466 CHF | 100.00% | 100.00% |
30.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 442'841 CHF | 444'841 CHF | 100.00% | 100.00% |
29.07.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 438'197 CHF | 440'197 CHF | 99.66% | 99.66% |
25.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 432'464 CHF | 434'464 CHF | 99.98% | 99.98% |