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 | 5.07% | 0.19 CHF | 0.20 CHF | 670'000 | 670'000 | 297'971 | 297'971 | 58'448 CHF | 61'442 CHF | 100.00% | 100.00% |
12.08.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 660'000 | 660'000 | 294'868 | 294'868 | 60'066 CHF | 63'040 CHF | 99.00% | 99.00% |
09.08.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 670'000 | 670'000 | 299'451 | 299'451 | 59'222 CHF | 62'229 CHF | 98.38% | 98.38% |
08.08.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 670'000 | 670'000 | 221'509 | 221'509 | 43'286 CHF | 45'511 CHF | 99.92% | 99.92% |
07.08.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 580'000 | 580'000 | 235'345 | 235'345 | 57'296 CHF | 59'657 CHF | 91.42% | 91.42% |
06.08.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 610'000 | 610'000 | 275'146 | 275'146 | 68'873 CHF | 71'636 CHF | 99.91% | 99.91% |
02.08.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 540'000 | 540'000 | 232'279 | 232'279 | 63'364 CHF | 65'697 CHF | 99.99% | 99.99% |
30.07.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 510'000 | 510'000 | 222'522 | 222'522 | 65'526 CHF | 67'761 CHF | 99.89% | 99.89% |
29.07.2024 | 3.73% | 0.28 CHF | 0.30 CHF | 550'000 | 550'000 | 235'331 | 235'331 | 64'571 CHF | 66'936 CHF | 100.00% | 100.00% |
25.07.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 560'000 | 560'000 | 250'103 | 250'103 | 64'632 CHF | 67'146 CHF | 100.00% | 100.00% |