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 | 0.70% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 283'016 CHF | 285'016 CHF | 99.58% | 99.58% |
12.08.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 284'830 CHF | 286'830 CHF | 99.47% | 99.47% |
09.08.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'438 CHF | 300'438 CHF | 99.47% | 99.47% |
08.08.2024 | 0.62% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'163 CHF | 323'163 CHF | 99.98% | 99.98% |
07.08.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'891 CHF | 317'891 CHF | 99.47% | 99.47% |
06.08.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 335'892 CHF | 337'892 CHF | 99.53% | 99.53% |
02.08.2024 | 0.68% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'475 CHF | 294'475 CHF | 99.99% | 99.99% |
30.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'604 CHF | 235'604 CHF | 100.00% | 100.00% |
29.07.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'617 CHF | 240'617 CHF | 99.67% | 99.67% |
25.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'468 CHF | 248'468 CHF | 99.99% | 99.99% |