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% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'873 CHF | 154'873 CHF | 99.58% | 99.58% |
12.08.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'611 CHF | 153'611 CHF | 99.47% | 99.47% |
09.08.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'654 CHF | 141'654 CHF | 99.48% | 99.48% |
08.08.2024 | 1.70% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 117'593 CHF | 119'593 CHF | 99.99% | 99.99% |
07.08.2024 | 1.62% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'400 CHF | 125'400 CHF | 99.47% | 99.47% |
06.08.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'027 CHF | 106'027 CHF | 99.53% | 99.53% |
02.08.2024 | 1.33% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'641 CHF | 151'641 CHF | 99.99% | 99.99% |
30.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'055 CHF | 212'055 CHF | 100.00% | 100.00% |
29.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'711 CHF | 207'711 CHF | 99.65% | 99.65% |
25.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 199'837 CHF | 201'837 CHF | 99.99% | 99.99% |