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 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 51'992 CHF | 55'992 CHF | 99.58% | 99.58% |
12.08.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'254 | 399'254 | 51'927 CHF | 55'919 CHF | 99.23% | 99.23% |
09.08.2024 | 6.67% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 360'966 | 360'966 | 52'302 CHF | 55'911 CHF | 99.47% | 99.47% |
08.08.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 318'794 | 318'794 | 51'696 CHF | 54'884 CHF | 100.00% | 100.00% |
07.08.2024 | 6.26% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 336'672 | 336'671 | 52'087 CHF | 55'454 CHF | 99.47% | 99.47% |
06.08.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 295'292 | 295'292 | 53'080 CHF | 56'033 CHF | 99.56% | 99.56% |
02.08.2024 | 7.65% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 412'776 | 410'846 | 51'919 CHF | 55'777 CHF | 100.00% | 100.00% |
30.07.2024 | 12.29% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 660'807 | 342'903 | 50'472 CHF | 29'621 CHF | 100.00% | 100.00% |
29.07.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 620'547 | 320'547 | 50'110 CHF | 29'082 CHF | 99.53% | 99.53% |
25.07.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 622'685 | 321'625 | 50'287 CHF | 29'182 CHF | 100.00% | 100.00% |