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 | 0.62% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 319'663 CHF | 321'663 CHF | 99.58% | 99.58% |
12.08.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'474 CHF | 323'474 CHF | 99.48% | 99.48% |
09.08.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 335'060 CHF | 337'060 CHF | 99.47% | 99.47% |
08.08.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 357'704 CHF | 359'704 CHF | 99.98% | 99.98% |
07.08.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 352'505 CHF | 354'505 CHF | 99.46% | 99.46% |
06.08.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 372'460 CHF | 374'460 CHF | 99.52% | 99.52% |
02.08.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 329'171 CHF | 331'171 CHF | 99.97% | 99.97% |
30.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 270'429 CHF | 272'429 CHF | 100.00% | 100.00% |
29.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'575 CHF | 277'575 CHF | 99.66% | 99.66% |
25.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 283'276 CHF | 285'276 CHF | 100.00% | 100.00% |