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 | 5.52% | 0.16 CHF | 0.17 CHF | 187'721 | 50'000 | 189'419 | 50'000 | 35'962 CHF | 10'023 CHF | 97.10% | 97.10% |
12.08.2024 | 6.14% | 0.17 CHF | 0.18 CHF | 189'132 | 50'000 | 189'409 | 50'000 | 33'750 CHF | 9'472 CHF | 100.00% | 100.00% |
09.08.2024 | 5.93% | 0.19 CHF | 0.20 CHF | 188'669 | 50'000 | 188'698 | 50'000 | 34'659 CHF | 9'742 CHF | 100.00% | 100.00% |
08.08.2024 | 5.33% | 0.19 CHF | 0.21 CHF | 189'237 | 50'000 | 189'075 | 50'000 | 40'948 CHF | 11'417 CHF | 96.68% | 96.68% |
07.08.2024 | 5.26% | 0.16 CHF | 0.17 CHF | 188'028 | 50'000 | 188'726 | 50'000 | 38'485 CHF | 10'737 CHF | 96.57% | 96.57% |