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 | 7.90% | 0.16 CHF | 0.18 CHF | 350'000 | 350'000 | 349'894 | 349'894 | 59'630 CHF | 64'530 CHF | 99.29% | 99.29% |
12.08.2024 | 7.40% | 0.16 CHF | 0.18 CHF | 350'000 | 350'000 | 349'998 | 349'998 | 64'058 CHF | 68'958 CHF | 99.22% | 99.22% |
09.08.2024 | 6.49% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 346'006 | 346'006 | 74'369 CHF | 79'251 CHF | 99.72% | 99.72% |
08.08.2024 | 5.82% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 346'190 | 346'190 | 88'664 CHF | 93'845 CHF | 99.97% | 99.97% |
07.08.2024 | 5.63% | 0.20 CHF | 0.21 CHF | 350'000 | 350'000 | 346'040 | 346'040 | 92'268 CHF | 97'449 CHF | 98.94% | 98.94% |
06.08.2024 | 6.20% | 0.35 CHF | 0.37 CHF | 350'000 | 350'000 | 346'182 | 346'182 | 100'647 CHF | 106'848 CHF | 99.98% | 99.98% |
02.08.2024 | 5.97% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 346'166 | 346'166 | 81'494 CHF | 86'391 CHF | 99.91% | 99.91% |
30.07.2024 | 7.25% | 0.19 CHF | 0.20 CHF | 350'000 | 350'000 | 346'152 | 346'152 | 66'366 CHF | 71'248 CHF | 100.00% | 100.00% |
29.07.2024 | 7.38% | 0.19 CHF | 0.21 CHF | 350'000 | 350'000 | 346'169 | 346'169 | 65'098 CHF | 69'980 CHF | 100.00% | 100.00% |
25.07.2024 | 6.60% | 0.21 CHF | 0.22 CHF | 350'000 | 350'000 | 347'745 | 347'745 | 72'688 CHF | 77'577 CHF | 98.57% | 98.57% |