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 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'188 CHF | 59'438 CHF | 99.58% | 99.58% |
12.08.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'887 CHF | 59'137 CHF | 99.26% | 99.26% |
09.08.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'102 CHF | 54'352 CHF | 99.46% | 99.46% |
08.08.2024 | 2.84% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 157'120 | 157'121 | 54'370 CHF | 55'942 CHF | 100.00% | 100.00% |
07.08.2024 | 2.75% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 154'964 | 154'964 | 55'740 CHF | 57'290 CHF | 99.48% | 99.48% |
06.08.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 180'014 | 180'014 | 53'892 CHF | 55'692 CHF | 99.52% | 99.52% |
02.08.2024 | 2.28% | 0.37 CHF | 0.38 CHF | 125'000 | 125'000 | 124'842 | 124'842 | 54'350 CHF | 55'598 CHF | 100.00% | 100.00% |
30.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 88'608 | 88'608 | 58'294 CHF | 59'180 CHF | 100.00% | 100.00% |
29.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'945 CHF | 64'945 CHF | 99.53% | 99.53% |
25.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'864 | 99'864 | 60'989 CHF | 61'988 CHF | 99.99% | 99.99% |