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 | 6.11% | 0.21 CHF | 0.23 CHF | 350'000 | 350'000 | 349'899 | 349'899 | 77'857 CHF | 82'757 CHF | 99.25% | 99.25% |
12.08.2024 | 6.08% | 0.21 CHF | 0.23 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 82'689 CHF | 87'867 CHF | 99.20% | 99.20% |
09.08.2024 | 5.50% | 0.28 CHF | 0.29 CHF | 350'000 | 350'000 | 346'009 | 346'009 | 94'488 CHF | 99'719 CHF | 99.73% | 99.73% |
08.08.2024 | 4.60% | 0.30 CHF | 0.32 CHF | 350'000 | 350'000 | 346'162 | 346'162 | 113'988 CHF | 119'218 CHF | 100.00% | 100.00% |
07.08.2024 | 4.51% | 0.26 CHF | 0.28 CHF | 350'000 | 350'000 | 346'037 | 346'037 | 116'928 CHF | 122'158 CHF | 98.99% | 98.99% |
06.08.2024 | 4.64% | 0.44 CHF | 0.45 CHF | 350'000 | 350'000 | 346'221 | 346'221 | 134'306 CHF | 140'507 CHF | 99.97% | 99.97% |
02.08.2024 | 5.25% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 346'169 | 346'169 | 99'339 CHF | 104'569 CHF | 99.99% | 99.99% |
30.07.2024 | 6.31% | 0.23 CHF | 0.25 CHF | 350'000 | 350'000 | 346'152 | 346'152 | 81'542 CHF | 86'733 CHF | 100.00% | 100.00% |
29.07.2024 | 6.23% | 0.24 CHF | 0.26 CHF | 350'000 | 350'000 | 346'170 | 346'170 | 82'866 CHF | 88'075 CHF | 100.00% | 100.00% |
25.07.2024 | 5.72% | 0.26 CHF | 0.28 CHF | 350'000 | 350'000 | 347'745 | 347'745 | 90'196 CHF | 95'435 CHF | 98.58% | 98.58% |