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 | 4.49% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 248'299 | 248'299 | 54'100 CHF | 56'583 CHF | 99.58% | 99.58% |
12.08.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 248'550 | 248'550 | 53'944 CHF | 56'430 CHF | 99.25% | 99.25% |
09.08.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 265'102 | 265'102 | 51'898 CHF | 54'549 CHF | 99.47% | 99.47% |
08.08.2024 | 6.63% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 360'466 | 360'468 | 52'624 CHF | 56'229 CHF | 100.00% | 100.00% |
07.08.2024 | 6.35% | 0.18 CHF | 0.19 CHF | 325'000 | 325'000 | 343'253 | 343'253 | 52'375 CHF | 55'807 CHF | 99.48% | 99.48% |
06.08.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 429'349 | 429'349 | 51'547 CHF | 55'841 CHF | 99.53% | 99.53% |
02.08.2024 | 5.08% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 263'979 | 263'979 | 50'645 CHF | 53'284 CHF | 100.00% | 100.00% |
30.07.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 156'968 | 156'968 | 53'752 CHF | 55'322 CHF | 100.00% | 100.00% |
29.07.2024 | 3.00% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 169'284 | 169'284 | 55'619 CHF | 57'312 CHF | 99.53% | 99.53% |
25.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'863 | 174'863 | 53'823 CHF | 55'572 CHF | 99.99% | 99.99% |