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 | 18.23% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 14'999 CHF | 17'999 CHF | 100.00% | 100.00% |
12.08.2024 | 15.52% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 17'887 CHF | 20'887 CHF | 99.24% | 99.24% |
09.08.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 299'439 | 299'439 | 26'413 CHF | 29'411 CHF | 99.14% | 99.14% |
08.08.2024 | 8.44% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 299'409 | 299'409 | 34'428 CHF | 37'426 CHF | 99.06% | 99.06% |
07.08.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 299'444 | 299'444 | 24'184 CHF | 27'182 CHF | 99.95% | 99.95% |
06.08.2024 | 6.17% | 0.12 CHF | 0.13 CHF | 300'000 | 300'000 | 299'464 | 299'464 | 47'780 CHF | 50'778 CHF | 99.89% | 99.89% |
02.08.2024 | 34.40% | 0.08 CHF | 0.13 CHF | 30'000 | 30'000 | 211'589 | 211'589 | 11'532 CHF | 14'041 CHF | 99.20% | 99.20% |
30.07.2024 | 28.94% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 299'435 | 299'435 | 8'912 CHF | 11'910 CHF | 99.98% | 99.98% |
29.07.2024 | 27.63% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 299'438 | 299'438 | 9'401 CHF | 12'400 CHF | 100.00% | 100.00% |
25.07.2024 | 20.51% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'435 | 299'435 | 13'189 CHF | 16'187 CHF | 100.00% | 100.00% |