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 | 2.07% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'694 CHF | 60'944 CHF | 99.57% | 99.57% |
12.08.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'474 | 124'475 | 59'153 CHF | 60'397 CHF | 99.24% | 99.24% |
09.08.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'714 CHF | 56'964 CHF | 99.46% | 99.46% |
08.08.2024 | 2.63% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 143'705 | 143'705 | 54'013 CHF | 55'450 CHF | 100.00% | 100.00% |
07.08.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 135'712 | 135'711 | 52'861 CHF | 54'218 CHF | 99.47% | 99.47% |
06.08.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 158'629 | 158'629 | 53'674 CHF | 55'260 CHF | 99.55% | 99.55% |
02.08.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 124'840 | 124'840 | 57'286 CHF | 58'535 CHF | 99.99% | 99.99% |
30.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'205 CHF | 65'205 CHF | 100.00% | 100.00% |
29.07.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'503 CHF | 63'503 CHF | 99.53% | 99.53% |
25.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'722 CHF | 60'722 CHF | 99.99% | 99.99% |