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 | 5.36% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 296'357 | 296'356 | 53'759 CHF | 56'722 CHF | 99.58% | 99.58% |
12.08.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 283'573 | 283'573 | 52'822 CHF | 55'658 CHF | 99.24% | 99.24% |
09.08.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'130 CHF | 54'630 CHF | 99.46% | 99.46% |
08.08.2024 | 4.03% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 214'631 | 214'631 | 52'097 CHF | 54'244 CHF | 100.00% | 100.00% |
07.08.2024 | 4.25% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 230'658 | 230'657 | 53'048 CHF | 55'354 CHF | 99.47% | 99.47% |
06.08.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 198'430 | 198'430 | 53'376 CHF | 55'361 CHF | 99.53% | 99.53% |
02.08.2024 | 5.44% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 296'608 | 296'608 | 53'033 CHF | 55'999 CHF | 100.00% | 100.00% |
30.07.2024 | 9.29% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 492'904 | 492'904 | 50'610 CHF | 55'539 CHF | 100.00% | 100.00% |
29.07.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 475'511 | 475'511 | 52'032 CHF | 56'788 CHF | 99.53% | 99.53% |
25.07.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'091 | 474'091 | 52'217 CHF | 56'958 CHF | 100.00% | 100.00% |