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 | 4.34% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 236'473 | 236'472 | 53'327 CHF | 55'692 CHF | 99.59% | 99.59% |
12.08.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 242'088 | 242'088 | 53'989 CHF | 56'410 CHF | 99.25% | 99.25% |
09.08.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'814 | 250'815 | 51'578 CHF | 54'086 CHF | 99.47% | 99.47% |
08.08.2024 | 6.03% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 326'607 | 326'607 | 52'555 CHF | 55'821 CHF | 100.00% | 100.00% |
07.08.2024 | 5.79% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 311'989 | 311'989 | 52'370 CHF | 55'490 CHF | 99.47% | 99.47% |
06.08.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'870 | 375'870 | 52'243 CHF | 56'001 CHF | 99.56% | 99.56% |
02.08.2024 | 4.79% | 0.17 CHF | 0.18 CHF | 275'000 | 275'000 | 253'967 | 253'967 | 51'813 CHF | 54'353 CHF | 99.99% | 99.99% |
30.07.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 162'829 | 162'829 | 53'956 CHF | 55'584 CHF | 100.00% | 100.00% |
29.07.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'866 CHF | 57'616 CHF | 99.53% | 99.53% |
25.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'124 | 175'123 | 52'596 CHF | 54'347 CHF | 100.00% | 100.00% |