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 | 2.06% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'165 CHF | 61'415 CHF | 99.57% | 99.57% |
12.08.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 123'424 | 123'424 | 59'093 CHF | 60'327 CHF | 99.25% | 99.25% |
09.08.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'092 CHF | 55'342 CHF | 99.47% | 99.47% |
08.08.2024 | 2.92% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 161'544 | 161'545 | 54'546 CHF | 56'162 CHF | 100.00% | 100.00% |
07.08.2024 | 2.78% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 155'993 | 155'994 | 55'504 CHF | 57'064 CHF | 99.50% | 99.50% |
06.08.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 190'015 | 190'015 | 53'690 CHF | 55'590 CHF | 99.49% | 99.49% |
02.08.2024 | 2.18% | 0.38 CHF | 0.39 CHF | 125'000 | 125'000 | 124'840 | 124'840 | 56'776 CHF | 58'025 CHF | 100.00% | 100.00% |
30.07.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'256 CHF | 55'006 CHF | 100.00% | 100.00% |
29.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'499 CHF | 53'249 CHF | 99.53% | 99.53% |
25.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 86'617 | 86'617 | 57'802 CHF | 58'668 CHF | 99.98% | 99.98% |