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 | 5.75% | 0.24 CHF | 0.26 CHF | 350'000 | 350'000 | 349'899 | 349'899 | 88'706 CHF | 93'956 CHF | 99.29% | 99.29% |
12.08.2024 | 5.41% | 0.24 CHF | 0.26 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 94'610 CHF | 99'859 CHF | 99.20% | 99.20% |
09.08.2024 | 4.78% | 0.32 CHF | 0.33 CHF | 350'000 | 350'000 | 346'024 | 346'024 | 109'143 CHF | 114'374 CHF | 99.70% | 99.70% |
08.08.2024 | 3.87% | 0.35 CHF | 0.37 CHF | 350'000 | 350'000 | 346'162 | 346'162 | 136'414 CHF | 141'645 CHF | 100.00% | 100.00% |
07.08.2024 | 3.85% | 0.31 CHF | 0.33 CHF | 350'000 | 350'000 | 346'092 | 346'092 | 137'650 CHF | 142'880 CHF | 98.93% | 98.93% |
06.08.2024 | 4.28% | 0.51 CHF | 0.53 CHF | 350'000 | 350'000 | 346'209 | 346'209 | 167'574 CHF | 174'742 CHF | 99.97% | 99.97% |
02.08.2024 | 4.71% | 0.40 CHF | 0.42 CHF | 350'000 | 350'000 | 346'167 | 346'167 | 111'275 CHF | 116'506 CHF | 99.93% | 99.93% |
30.07.2024 | 5.87% | 0.25 CHF | 0.27 CHF | 350'000 | 350'000 | 346'152 | 346'152 | 88'454 CHF | 93'685 CHF | 100.00% | 100.00% |
29.07.2024 | 5.54% | 0.26 CHF | 0.28 CHF | 350'000 | 350'000 | 346'169 | 346'169 | 93'829 CHF | 99'060 CHF | 100.00% | 100.00% |
25.07.2024 | 5.12% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 347'745 | 347'745 | 101'185 CHF | 106'423 CHF | 98.58% | 98.58% |