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 | 0.58% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'067 CHF | 347'067 CHF | 99.58% | 99.58% |
12.08.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 343'749 CHF | 345'749 CHF | 99.47% | 99.47% |
09.08.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 331'786 CHF | 333'786 CHF | 99.48% | 99.48% |
08.08.2024 | 0.64% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'770 CHF | 311'770 CHF | 99.99% | 99.99% |
07.08.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'558 CHF | 317'558 CHF | 99.47% | 99.47% |
06.08.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 296'174 CHF | 298'174 CHF | 99.53% | 99.53% |
02.08.2024 | 0.58% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 341'767 CHF | 343'767 CHF | 100.00% | 100.00% |
30.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 402'245 CHF | 404'245 CHF | 100.00% | 100.00% |
29.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 397'845 CHF | 399'845 CHF | 99.66% | 99.66% |
25.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 392'159 CHF | 394'159 CHF | 99.99% | 99.99% |