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 | 4.42% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 246'372 | 246'372 | 54'476 CHF | 56'940 CHF | 99.57% | 99.57% |
12.08.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 245'721 | 245'721 | 53'973 CHF | 56'430 CHF | 99.23% | 99.23% |
09.08.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'550 | 250'550 | 51'459 CHF | 53'965 CHF | 99.46% | 99.46% |
08.08.2024 | 5.92% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 320'119 | 320'121 | 52'477 CHF | 55'679 CHF | 100.00% | 100.00% |
07.08.2024 | 5.64% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 305'939 | 305'978 | 52'822 CHF | 55'889 CHF | 99.47% | 99.47% |
06.08.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 353'875 | 353'867 | 52'237 CHF | 55'774 CHF | 99.54% | 99.54% |
02.08.2024 | 4.71% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 252'044 | 252'033 | 52'308 CHF | 54'827 CHF | 99.95% | 99.95% |
30.07.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'945 CHF | 57'695 CHF | 100.00% | 100.00% |
29.07.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'013 CHF | 55'763 CHF | 99.52% | 99.52% |
25.07.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 182'033 | 182'033 | 52'856 CHF | 54'677 CHF | 100.00% | 100.00% |