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 | 6.08% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 326'852 | 326'852 | 52'109 CHF | 55'378 CHF | 99.58% | 99.58% |
12.08.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 317'223 | 317'223 | 51'567 CHF | 54'739 CHF | 99.25% | 99.25% |
09.08.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 279'399 | 279'399 | 52'419 CHF | 55'213 CHF | 99.47% | 99.47% |
08.08.2024 | 4.32% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 229'201 | 229'201 | 51'997 CHF | 54'289 CHF | 100.00% | 100.00% |
07.08.2024 | 4.60% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 242'712 | 242'712 | 51'620 CHF | 54'047 CHF | 99.48% | 99.48% |
06.08.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 205'799 | 205'799 | 52'544 CHF | 54'602 CHF | 99.54% | 99.54% |
02.08.2024 | 6.32% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 343'303 | 341'557 | 52'621 CHF | 55'775 CHF | 100.00% | 100.00% |
30.07.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 669'311 | 347'156 | 50'466 CHF | 29'648 CHF | 100.00% | 100.00% |
29.07.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 631'721 | 326'527 | 50'272 CHF | 29'243 CHF | 99.53% | 99.53% |
25.07.2024 | 11.42% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 612'894 | 312'622 | 50'639 CHF | 28'941 CHF | 99.99% | 99.99% |