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 | 3.94% | 0.36 CHF | 0.37 CHF | 350'000 | 350'000 | 349'900 | 349'900 | 130'768 CHF | 136'018 CHF | 99.29% | 99.29% |
12.08.2024 | 3.78% | 0.35 CHF | 0.37 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 136'553 CHF | 141'803 CHF | 99.16% | 99.16% |
09.08.2024 | 3.38% | 0.45 CHF | 0.47 CHF | 350'000 | 350'000 | 346'002 | 346'002 | 155'536 CHF | 160'767 CHF | 99.70% | 99.70% |
08.08.2024 | 3.66% | 0.49 CHF | 0.51 CHF | 350'000 | 350'000 | 346'190 | 346'190 | 192'189 CHF | 199'163 CHF | 99.98% | 99.98% |
07.08.2024 | 3.89% | 0.44 CHF | 0.46 CHF | 350'000 | 350'000 | 346'048 | 346'048 | 171'858 CHF | 178'534 CHF | 98.92% | 98.92% |
06.08.2024 | 3.52% | 0.63 CHF | 0.65 CHF | 350'000 | 350'000 | 346'181 | 346'181 | 216'729 CHF | 224'350 CHF | 99.96% | 99.96% |
02.08.2024 | 3.95% | 0.49 CHF | 0.51 CHF | 350'000 | 350'000 | 346'193 | 346'193 | 134'639 CHF | 139'947 CHF | 99.89% | 99.89% |
30.07.2024 | 5.20% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 346'152 | 346'152 | 100'301 CHF | 105'531 CHF | 100.00% | 100.00% |
29.07.2024 | 4.74% | 0.30 CHF | 0.31 CHF | 350'000 | 350'000 | 346'170 | 346'170 | 110'123 CHF | 115'353 CHF | 99.99% | 99.99% |
25.07.2024 | 4.34% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 347'744 | 347'744 | 119'735 CHF | 124'973 CHF | 98.54% | 98.54% |