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 | 24.32% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 10'867 CHF | 13'867 CHF | 100.00% | 100.00% |
12.08.2024 | 20.84% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 12'935 CHF | 15'935 CHF | 99.22% | 99.22% |
09.08.2024 | 14.07% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'440 | 299'440 | 19'961 CHF | 22'960 CHF | 99.17% | 99.17% |
08.08.2024 | 10.99% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 299'401 | 299'401 | 26'074 CHF | 29'072 CHF | 99.05% | 99.05% |
07.08.2024 | 14.76% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'444 | 299'444 | 18'998 CHF | 21'997 CHF | 100.00% | 100.00% |
06.08.2024 | 7.73% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 299'449 | 299'449 | 38'036 CHF | 41'034 CHF | 99.94% | 99.94% |
02.08.2024 | 46.77% | 0.06 CHF | 0.11 CHF | 30'000 | 30'000 | 211'497 | 211'497 | 8'109 CHF | 10'618 CHF | 99.25% | 99.25% |
30.07.2024 | 37.80% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'435 | 299'435 | 6'472 CHF | 9'471 CHF | 99.98% | 99.98% |
29.07.2024 | 37.28% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'431 | 299'431 | 6'575 CHF | 9'573 CHF | 100.00% | 100.00% |
25.07.2024 | 27.42% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 299'436 | 299'436 | 9'488 CHF | 12'486 CHF | 100.00% | 100.00% |