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 | 9.30% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 349'900 | 349'900 | 50'289 CHF | 55'189 CHF | 99.25% | 99.25% |
12.08.2024 | 8.81% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 53'321 CHF | 58'221 CHF | 99.25% | 99.25% |
09.08.2024 | 7.96% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 346'009 | 346'009 | 60'210 CHF | 65'092 CHF | 99.72% | 99.72% |
08.08.2024 | 6.96% | 0.19 CHF | 0.20 CHF | 350'000 | 350'000 | 346'162 | 346'162 | 69'402 CHF | 74'284 CHF | 99.99% | 99.99% |
07.08.2024 | 6.68% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 346'080 | 346'080 | 73'382 CHF | 78'295 CHF | 98.98% | 98.98% |
06.08.2024 | 7.69% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 346'354 | 346'354 | 74'925 CHF | 80'658 CHF | 99.90% | 99.90% |
02.08.2024 | 6.77% | 0.24 CHF | 0.26 CHF | 350'000 | 350'000 | 346'168 | 346'168 | 71'495 CHF | 76'393 CHF | 99.99% | 99.99% |
30.07.2024 | 7.83% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 346'153 | 346'153 | 61'275 CHF | 66'157 CHF | 100.00% | 100.00% |
29.07.2024 | 8.18% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 346'169 | 346'169 | 58'562 CHF | 63'444 CHF | 100.00% | 100.00% |
25.07.2024 | 7.38% | 0.19 CHF | 0.20 CHF | 350'000 | 350'000 | 347'745 | 347'745 | 64'662 CHF | 69'552 CHF | 98.57% | 98.57% |