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 | 1.36% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'591 CHF | 148'591 CHF | 99.59% | 99.59% |
12.08.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 148'505 CHF | 150'505 CHF | 99.47% | 99.47% |
09.08.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'908 CHF | 163'908 CHF | 99.48% | 99.48% |
08.08.2024 | 1.08% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'592 CHF | 186'592 CHF | 99.98% | 99.98% |
07.08.2024 | 1.11% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'332 CHF | 181'332 CHF | 99.47% | 99.47% |
06.08.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 199'322 CHF | 201'322 CHF | 99.50% | 99.50% |
02.08.2024 | 1.28% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 155'829 CHF | 157'829 CHF | 99.97% | 99.97% |
30.07.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'848 CHF | 98'848 CHF | 100.00% | 100.00% |
29.07.2024 | 1.94% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'948 CHF | 103'948 CHF | 99.65% | 99.65% |
25.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'741 CHF | 111'741 CHF | 100.00% | 100.00% |