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 | 1.30% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'054 CHF | 155'054 CHF | 99.58% | 99.58% |
12.08.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 154'853 CHF | 156'853 CHF | 99.47% | 99.47% |
09.08.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'292 CHF | 170'292 CHF | 99.47% | 99.47% |
08.08.2024 | 1.04% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'020 CHF | 193'020 CHF | 99.98% | 99.98% |
07.08.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'732 CHF | 187'732 CHF | 99.46% | 99.46% |
06.08.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'726 CHF | 207'726 CHF | 99.51% | 99.51% |
02.08.2024 | 1.23% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'155 CHF | 164'155 CHF | 99.98% | 99.98% |
30.07.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'228 CHF | 105'228 CHF | 100.00% | 100.00% |
29.07.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'215 CHF | 110'215 CHF | 99.66% | 99.66% |
25.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'090 CHF | 118'090 CHF | 100.00% | 100.00% |