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 | 11.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 606'133 | 308'092 | 50'661 CHF | 28'824 CHF | 99.58% | 99.58% |
12.08.2024 | 11.37% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'985 | 311'943 | 50'683 CHF | 28'986 CHF | 99.25% | 99.25% |
09.08.2024 | 12.39% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 668'302 | 346'125 | 50'604 CHF | 29'668 CHF | 99.46% | 99.46% |
08.08.2024 | 16.90% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 920'617 | 447'759 | 49'984 CHF | 28'985 CHF | 100.00% | 100.00% |
07.08.2024 | 16.28% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 895'468 | 433'599 | 50'690 CHF | 29'075 CHF | 99.47% | 99.47% |
06.08.2024 | 20.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'351 | 289'598 | 43'792 CHF | 15'845 CHF | 99.53% | 99.53% |
02.08.2024 | 13.65% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 738'034 | 381'384 | 50'407 CHF | 29'882 CHF | 99.99% | 99.99% |
30.07.2024 | 7.08% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 383'921 | 383'921 | 52'307 CHF | 56'146 CHF | 100.00% | 100.00% |
29.07.2024 | 7.52% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 405'500 | 405'500 | 51'956 CHF | 56'011 CHF | 99.53% | 99.53% |
25.07.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 434'728 | 434'728 | 51'533 CHF | 55'880 CHF | 100.00% | 100.00% |