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 | 0.27% | 19.00 CHF | 19.05 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 371'307 CHF | 372'299 CHF | 99.97% | 99.97% |
12.08.2024 | 0.27% | 18.70 CHF | 18.75 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 368'068 CHF | 369'060 CHF | 100.00% | 100.00% |
09.08.2024 | 0.28% | 18.30 CHF | 18.35 CHF | 20'000 | 20'000 | 19'799 | 19'799 | 362'147 CHF | 363'139 CHF | 93.17% | 93.17% |
08.08.2024 | 0.29% | 17.95 CHF | 18.00 CHF | 20'000 | 20'000 | 19'807 | 19'807 | 343'848 CHF | 344'840 CHF | 97.49% | 97.49% |
07.08.2024 | 0.28% | 18.20 CHF | 18.25 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 356'378 CHF | 357'370 CHF | 99.10% | 99.10% |
06.08.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 20'000 | 20'000 | 19'806 | 19'806 | 344'772 CHF | 345'763 CHF | 96.70% | 96.70% |
02.08.2024 | 0.27% | 18.00 CHF | 18.05 CHF | 20'000 | 20'000 | 19'806 | 19'806 | 367'249 CHF | 368'240 CHF | 96.71% | 96.71% |
30.07.2024 | 0.25% | 19.50 CHF | 19.55 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 394'659 CHF | 395'651 CHF | 99.95% | 99.95% |
29.07.2024 | 0.25% | 19.80 CHF | 19.85 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 395'901 CHF | 396'893 CHF | 99.74% | 99.74% |
25.07.2024 | 0.26% | 19.80 CHF | 19.85 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 388'947 CHF | 389'939 CHF | 99.40% | 99.40% |