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 | 12.44% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 22'664 CHF | 25'664 CHF | 100.00% | 100.00% |
12.08.2024 | 10.64% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 26'771 CHF | 29'771 CHF | 99.20% | 99.20% |
09.08.2024 | 7.66% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 299'439 | 299'439 | 37'855 CHF | 40'853 CHF | 99.14% | 99.14% |
08.08.2024 | 6.02% | 0.14 CHF | 0.15 CHF | 300'000 | 300'000 | 299'410 | 299'410 | 48'856 CHF | 51'854 CHF | 99.06% | 99.06% |
07.08.2024 | 7.92% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 299'443 | 299'443 | 36'676 CHF | 39'674 CHF | 99.94% | 99.94% |
06.08.2024 | 4.33% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 299'433 | 299'433 | 68'860 CHF | 71'858 CHF | 99.94% | 99.94% |
02.08.2024 | 23.72% | 0.13 CHF | 0.18 CHF | 30'000 | 30'000 | 211'792 | 211'792 | 17'356 CHF | 19'866 CHF | 99.09% | 99.09% |
30.07.2024 | 19.59% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'435 | 299'435 | 13'873 CHF | 16'871 CHF | 99.99% | 99.99% |
29.07.2024 | 18.69% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'438 | 299'438 | 14'612 CHF | 17'610 CHF | 100.00% | 100.00% |
25.07.2024 | 14.24% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'437 | 299'437 | 19'653 CHF | 22'651 CHF | 100.00% | 100.00% |