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 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'757 | 100'000 | 52'776 CHF | 49'999 CHF | 90.45% | 90.45% |
12.08.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'353 | 100'000 | 51'448 CHF | 50'808 CHF | 100.00% | 100.00% |
09.08.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'441 | 100'000 | 52'040 CHF | 49'018 CHF | 100.00% | 100.00% |
08.08.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'567 | 100'000 | 51'738 CHF | 43'939 CHF | 97.95% | 97.95% |
07.08.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 117'898 | 100'000 | 52'911 CHF | 45'905 CHF | 100.00% | 100.00% |
06.08.2024 | 2.83% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'950 | 79'335 | 51'849 CHF | 35'108 CHF | 98.39% | 98.39% |
02.08.2024 | 4.59% | 0.47 CHF | 0.50 CHF | 110'000 | 25'000 | 94'744 | 25'000 | 52'465 CHF | 14'546 CHF | 98.80% | 98.80% |
31.07.2024 | 1.59% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 95'943 | 92'411 | 64'935 CHF | 63'534 CHF | 30.64% | 30.64% |
30.07.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'619 CHF | 69'619 CHF | 97.53% | 97.53% |
29.07.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'349 CHF | 71'349 CHF | 100.00% | 100.00% |