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 | 0.83% | 1.27 CHF | 1.28 CHF | 450'000 | 450'000 | 159'022 | 159'022 | 197'964 CHF | 199'561 CHF | 99.38% | 99.38% |
12.08.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 470'000 | 470'000 | 160'882 | 160'882 | 197'736 CHF | 199'360 CHF | 98.31% | 98.31% |
09.08.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 470'000 | 470'000 | 164'985 | 164'985 | 199'412 CHF | 201'069 CHF | 90.92% | 90.92% |
08.08.2024 | 0.90% | 1.19 CHF | 1.20 CHF | 470'000 | 470'000 | 164'207 | 164'207 | 190'745 CHF | 192'395 CHF | 98.31% | 98.31% |
07.08.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 470'000 | 470'000 | 165'094 | 165'094 | 193'814 CHF | 195'473 CHF | 97.31% | 97.31% |
06.08.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 500'000 | 500'000 | 167'909 | 167'909 | 183'013 CHF | 184'698 CHF | 97.85% | 97.85% |
02.08.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 490'000 | 490'000 | 161'821 | 161'821 | 185'099 CHF | 186'722 CHF | 97.84% | 97.84% |
30.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 470'000 | 470'000 | 153'139 | 153'139 | 189'516 CHF | 191'054 CHF | 98.75% | 98.75% |
29.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 470'000 | 470'000 | 153'546 | 153'546 | 191'007 CHF | 192'546 CHF | 98.22% | 98.22% |
25.07.2024 | 0.82% | 1.28 CHF | 1.29 CHF | 450'000 | 450'000 | 156'134 | 156'134 | 194'994 CHF | 196'563 CHF | 100.00% | 100.00% |