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 | 7.28% | 0.12 CHF | 0.13 CHF | 195'000 | 195'000 | 195'000 | 195'000 | 25'960 CHF | 27'910 CHF | 100.00% | 100.00% |
12.08.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 195'000 | 195'000 | 195'000 | 195'000 | 25'580 CHF | 27'530 CHF | 98.53% | 98.53% |
09.08.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 198'596 | 198'596 | 31'726 CHF | 33'712 CHF | 99.99% | 99.99% |
08.08.2024 | 4.51% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 203'224 | 203'224 | 44'488 CHF | 46'521 CHF | 99.99% | 99.99% |
07.08.2024 | 4.99% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'723 | 200'723 | 39'488 CHF | 41'495 CHF | 99.99% | 99.99% |
06.08.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 205'000 | 205'000 | 204'865 | 204'865 | 50'704 CHF | 52'752 CHF | 99.90% | 99.90% |