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 | 34.28% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 7'270 CHF | 10'270 CHF | 100.00% | 100.00% |
12.08.2024 | 29.73% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 8'626 CHF | 11'626 CHF | 99.25% | 99.25% |
09.08.2024 | 19.55% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'436 | 299'436 | 13'980 CHF | 16'978 CHF | 99.16% | 99.16% |
08.08.2024 | 14.87% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'411 | 299'411 | 18'916 CHF | 21'914 CHF | 99.04% | 99.04% |
07.08.2024 | 21.59% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'442 | 299'442 | 12'493 CHF | 15'491 CHF | 99.97% | 99.97% |
06.08.2024 | 10.87% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'431 | 299'431 | 26'513 CHF | 29'511 CHF | 99.93% | 99.93% |
02.08.2024 | 64.78% | 0.04 CHF | 0.09 CHF | 30'000 | 30'000 | 211'514 | 211'514 | 5'481 CHF | 7'990 CHF | 99.24% | 99.24% |
30.07.2024 | 48.21% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'443 | 299'443 | 4'749 CHF | 7'748 CHF | 100.00% | 100.00% |
29.07.2024 | 47.96% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'438 | 299'438 | 4'776 CHF | 7'774 CHF | 100.00% | 100.00% |
25.07.2024 | 36.97% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'440 | 299'440 | 6'646 CHF | 9'644 CHF | 100.00% | 100.00% |