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 | 8.59% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 83'843 CHF | 30'448 CHF | 99.16% | 99.16% |
12.08.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 91'526 CHF | 33'009 CHF | 99.16% | 99.16% |
09.08.2024 | 7.47% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 716'037 | 238'679 | 92'140 CHF | 33'100 CHF | 99.16% | 99.16% |
08.08.2024 | 10.08% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 71'129 CHF | 26'210 CHF | 99.16% | 99.16% |
07.08.2024 | 7.42% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 732'190 | 244'063 | 94'972 CHF | 34'098 CHF | 99.16% | 99.16% |
06.08.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 85'989 CHF | 31'163 CHF | 99.16% | 99.16% |
02.08.2024 | 7.18% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 709'432 | 236'477 | 95'823 CHF | 34'306 CHF | 97.76% | 97.76% |
31.07.2024 | 5.26% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'245 CHF | 39'082 CHF | 37.87% | 37.87% |
30.07.2024 | 5.54% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'476 CHF | 37'159 CHF | 99.17% | 99.17% |
29.07.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'436 CHF | 40'145 CHF | 99.16% | 99.16% |