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 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'807 | 200'807 | 50'169 CHF | 52'177 CHF | 99.58% | 99.58% |
12.08.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 201'312 | 201'312 | 50'828 CHF | 52'841 CHF | 99.23% | 99.23% |
09.08.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 193'424 | 193'423 | 54'065 CHF | 55'999 CHF | 99.47% | 99.47% |
08.08.2024 | 3.11% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 172'657 | 172'657 | 54'695 CHF | 56'422 CHF | 100.00% | 100.00% |
07.08.2024 | 3.22% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 171'605 | 171'605 | 52'518 CHF | 54'234 CHF | 99.47% | 99.47% |
06.08.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 152'658 | 152'658 | 53'467 CHF | 54'993 CHF | 99.54% | 99.54% |
02.08.2024 | 3.92% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 206'914 | 206'914 | 51'780 CHF | 53'849 CHF | 100.00% | 100.00% |
30.07.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 332'228 | 332'229 | 52'181 CHF | 55'503 CHF | 100.00% | 100.00% |
29.07.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 316'101 | 316'101 | 51'647 CHF | 54'808 CHF | 99.53% | 99.53% |
25.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 309'096 | 309'097 | 51'416 CHF | 54'507 CHF | 100.00% | 100.00% |