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 | 1.38% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'457 CHF | 146'457 CHF | 99.58% | 99.58% |
12.08.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'260 CHF | 145'260 CHF | 99.47% | 99.47% |
09.08.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'261 CHF | 133'261 CHF | 99.47% | 99.47% |
08.08.2024 | 1.83% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'141 CHF | 111'141 CHF | 99.98% | 99.98% |
07.08.2024 | 1.73% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'010 CHF | 117'010 CHF | 99.46% | 99.46% |
06.08.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'646 CHF | 97'646 CHF | 99.51% | 99.51% |
02.08.2024 | 1.41% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 141'162 CHF | 143'162 CHF | 99.99% | 99.99% |
30.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'639 CHF | 203'639 CHF | 100.00% | 100.00% |
29.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'253 CHF | 199'253 CHF | 99.66% | 99.66% |
25.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'421 CHF | 193'421 CHF | 100.00% | 100.00% |