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 | 0.63% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 318'560 CHF | 320'560 CHF | 99.59% | 99.59% |
12.08.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 320'477 CHF | 322'477 CHF | 99.47% | 99.47% |
09.08.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 334'078 CHF | 336'078 CHF | 99.47% | 99.47% |
08.08.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 356'787 CHF | 358'787 CHF | 99.97% | 99.97% |
07.08.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 351'497 CHF | 353'497 CHF | 99.47% | 99.47% |
06.08.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 371'489 CHF | 373'489 CHF | 99.52% | 99.52% |
02.08.2024 | 0.61% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 328'133 CHF | 330'133 CHF | 99.99% | 99.99% |
30.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'375 CHF | 271'375 CHF | 100.00% | 100.00% |
29.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 274'367 CHF | 276'367 CHF | 99.65% | 99.65% |
25.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 282'253 CHF | 284'253 CHF | 100.00% | 100.00% |