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 | 3.87% | 0.17 CHF | 0.20 CHF | 300'000 | 200'000 | 215'206 | 200'000 | 55'771 CHF | 54'527 CHF | 88.81% | 96.99% |
12.08.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 225'111 | 200'000 | 50'636 CHF | 47'470 CHF | 82.82% | 99.73% |
09.08.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 212'359 | 200'000 | 55'567 CHF | 54'939 CHF | 89.45% | 95.11% |
08.08.2024 | 1.75% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'880 CHF | 120'880 CHF | 94.01% | 94.01% |
07.08.2024 | 2.13% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'273 CHF | 102'273 CHF | 98.62% | 98.62% |