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 | 2.25% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'043 CHF | 56'293 CHF | 99.59% | 99.59% |
12.08.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'824 CHF | 56'074 CHF | 99.25% | 99.25% |
09.08.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 129'220 | 129'220 | 52'508 CHF | 53'800 CHF | 99.47% | 99.47% |
08.08.2024 | 2.93% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 165'367 | 165'367 | 55'747 CHF | 57'401 CHF | 99.98% | 99.98% |
07.08.2024 | 2.82% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 155'744 | 155'744 | 54'436 CHF | 55'993 CHF | 99.47% | 99.47% |
06.08.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 180'482 | 180'482 | 53'679 CHF | 55'484 CHF | 99.51% | 99.51% |
02.08.2024 | 2.38% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 127'990 | 127'990 | 53'150 CHF | 54'430 CHF | 100.00% | 100.00% |
30.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'965 CHF | 61'965 CHF | 100.00% | 100.00% |
29.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'155 CHF | 60'155 CHF | 99.53% | 99.53% |
25.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'416 CHF | 57'416 CHF | 99.98% | 99.98% |