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 | 2.95% | 0.46 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'745 CHF | 112'995 CHF | 97.04% | 97.04% |
12.08.2024 | 3.10% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'202 CHF | 105'410 CHF | 99.97% | 99.97% |
09.08.2024 | 2.87% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'719 CHF | 113'921 CHF | 95.22% | 95.22% |
08.08.2024 | 1.80% | 0.69 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'785 CHF | 180'949 CHF | 93.98% | 93.98% |
07.08.2024 | 2.04% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'130 CHF | 162'318 CHF | 98.39% | 98.39% |