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 | 5.52% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 298'202 | 298'201 | 52'610 CHF | 55'592 CHF | 99.58% | 99.58% |
12.08.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 295'882 | 295'882 | 52'527 CHF | 55'486 CHF | 99.25% | 99.25% |
09.08.2024 | 6.29% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 340'128 | 340'127 | 52'363 CHF | 55'764 CHF | 99.47% | 99.47% |
08.08.2024 | 9.54% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 513'071 | 386'987 | 51'279 CHF | 44'169 CHF | 100.00% | 100.00% |
07.08.2024 | 9.06% | 0.14 CHF | 0.15 CHF | 425'000 | 425'000 | 491'619 | 422'877 | 51'896 CHF | 50'392 CHF | 99.50% | 99.50% |
06.08.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 701'106 | 360'788 | 50'451 CHF | 29'588 CHF | 99.52% | 99.52% |
02.08.2024 | 6.27% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 332'518 | 332'518 | 51'439 CHF | 54'764 CHF | 99.99% | 99.99% |
30.07.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'438 CHF | 54'938 CHF | 100.00% | 100.00% |
29.07.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 160'681 | 160'681 | 54'025 CHF | 55'631 CHF | 99.53% | 99.53% |
25.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'080 | 174'080 | 53'931 CHF | 55'672 CHF | 99.98% | 99.98% |