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 | 3.63% | 0.26 CHF | 0.27 CHF | 121'373 | 50'000 | 121'102 | 50'000 | 32'809 CHF | 14'048 CHF | 96.65% | 96.65% |
12.08.2024 | 4.17% | 0.28 CHF | 0.29 CHF | 119'566 | 50'000 | 118'671 | 50'000 | 33'065 CHF | 14'524 CHF | 100.00% | 100.00% |
09.08.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 119'244 | 50'000 | 117'429 | 50'000 | 32'948 CHF | 14'622 CHF | 100.00% | 100.00% |
08.08.2024 | 4.91% | 0.26 CHF | 0.27 CHF | 126'488 | 50'000 | 116'233 | 46'783 | 27'500 CHF | 11'595 CHF | 97.56% | 97.56% |
07.08.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 119'147 | 50'000 | 118'564 | 50'000 | 32'926 CHF | 14'402 CHF | 100.00% | 100.00% |
06.08.2024 | 5.69% | 0.25 CHF | 0.26 CHF | 125'088 | 50'000 | 125'632 | 39'710 | 31'608 CHF | 10'571 CHF | 99.56% | 99.56% |
02.08.2024 | 11.71% | 0.24 CHF | 0.27 CHF | 128'574 | 10'000 | 121'348 | 10'000 | 32'020 CHF | 2'975 CHF | 99.12% | 99.12% |
31.07.2024 | 3.63% | 0.36 CHF | 0.37 CHF | 104'553 | 50'000 | 105'505 | 46'616 | 36'129 CHF | 16'565 CHF | 30.66% | 30.66% |
30.07.2024 | 3.67% | 0.32 CHF | 0.33 CHF | 111'131 | 50'000 | 109'562 | 50'000 | 36'274 CHF | 17'175 CHF | 97.60% | 97.60% |
29.07.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 107'844 | 50'000 | 104'928 | 50'000 | 36'711 CHF | 18'023 CHF | 100.00% | 100.00% |