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 | 0.38% | 2.60 CHF | 2.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 518'790 CHF | 520'790 CHF | 99.58% | 99.58% |
12.08.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 517'544 CHF | 519'544 CHF | 99.48% | 99.48% |
09.08.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 505'590 CHF | 507'590 CHF | 99.48% | 99.48% |
08.08.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 483'531 CHF | 485'531 CHF | 99.99% | 99.99% |
07.08.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 489'322 CHF | 491'322 CHF | 99.47% | 99.47% |
06.08.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 469'960 CHF | 471'960 CHF | 99.53% | 99.53% |
02.08.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 515'564 CHF | 517'564 CHF | 99.99% | 99.99% |
30.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 575'964 CHF | 577'964 CHF | 100.00% | 100.00% |
29.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 571'623 CHF | 573'623 CHF | 99.67% | 99.67% |
25.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 565'944 CHF | 567'944 CHF | 100.00% | 100.00% |