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 | 13.79% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'896 CHF | 7'779 CHF | 94.97% | 94.97% |
12.08.2024 | 12.92% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 36'327 CHF | 8'265 CHF | 96.84% | 96.84% |
09.08.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 41'812 CHF | 9'362 CHF | 99.89% | 99.89% |
08.08.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 39'031 CHF | 8'806 CHF | 97.33% | 97.33% |
07.08.2024 | 13.20% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 418'480 | 90'942 | 34'976 CHF | 8'503 CHF | 99.24% | 99.24% |
06.08.2024 | 30.64% | 0.06 CHF | 0.08 CHF | 50'000 | 50'000 | 39'623 | 39'623 | 2'322 CHF | 3'117 CHF | 97.97% | 97.97% |
02.08.2024 | 33.87% | 0.07 CHF | 0.10 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'025 CHF | 1'441 CHF | 82.61% | 82.61% |
31.07.2024 | 15.26% | 0.11 CHF | 0.13 CHF | 50'000 | 50'000 | 46'965 | 46'965 | 5'127 CHF | 5'936 CHF | 19.03% | 19.03% |
30.07.2024 | 16.48% | 0.08 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'963 CHF | 5'846 CHF | 44.21% | 44.21% |
29.07.2024 | 9.37% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 490'516 | 100'000 | 49'948 CHF | 11'198 CHF | 81.82% | 81.82% |