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 | 3.60% | 0.52 CHF | 0.54 CHF | 350'000 | 350'000 | 349'897 | 349'897 | 191'218 CHF | 198'218 CHF | 99.29% | 99.29% |
12.08.2024 | 3.53% | 0.52 CHF | 0.54 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 195'066 CHF | 202'066 CHF | 99.20% | 99.20% |
09.08.2024 | 3.19% | 0.63 CHF | 0.65 CHF | 350'000 | 350'000 | 346'004 | 346'004 | 219'592 CHF | 226'567 CHF | 99.73% | 99.73% |
08.08.2024 | 2.63% | 0.69 CHF | 0.71 CHF | 350'000 | 350'000 | 346'164 | 346'164 | 269'611 CHF | 276'585 CHF | 99.97% | 99.97% |
07.08.2024 | 2.90% | 0.62 CHF | 0.64 CHF | 350'000 | 350'000 | 346'088 | 346'088 | 243'125 CHF | 250'099 CHF | 98.94% | 98.94% |
06.08.2024 | 2.49% | 0.88 CHF | 0.90 CHF | 350'000 | 350'000 | 346'242 | 346'242 | 307'561 CHF | 315'183 CHF | 99.86% | 99.86% |
02.08.2024 | 3.52% | 0.71 CHF | 0.73 CHF | 350'000 | 350'000 | 346'167 | 346'167 | 199'281 CHF | 206'255 CHF | 99.95% | 99.95% |
30.07.2024 | 3.58% | 0.42 CHF | 0.44 CHF | 350'000 | 350'000 | 346'153 | 346'153 | 146'836 CHF | 152'066 CHF | 100.00% | 100.00% |
29.07.2024 | 3.38% | 0.44 CHF | 0.45 CHF | 350'000 | 350'000 | 346'169 | 346'169 | 155'280 CHF | 160'510 CHF | 100.00% | 100.00% |
25.07.2024 | 3.93% | 0.48 CHF | 0.50 CHF | 350'000 | 350'000 | 347'744 | 347'744 | 174'040 CHF | 180'934 CHF | 98.56% | 98.56% |