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% | 18.75 CHF | 18.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 366'341 CHF | 367'333 CHF | 99.70% | 99.70% |
12.08.2024 | 0.28% | 18.45 CHF | 18.50 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 363'104 CHF | 364'095 CHF | 99.99% | 99.99% |
09.08.2024 | 0.28% | 18.05 CHF | 18.10 CHF | 20'000 | 20'000 | 19'812 | 19'811 | 357'294 CHF | 358'272 CHF | 99.62% | 99.62% |
08.08.2024 | 0.29% | 17.70 CHF | 17.75 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 339'046 CHF | 340'038 CHF | 98.56% | 98.56% |
07.08.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 20'000 | 20'000 | 19'808 | 19'808 | 351'470 CHF | 352'462 CHF | 98.20% | 98.20% |
06.08.2024 | 0.29% | 17.30 CHF | 17.35 CHF | 20'000 | 20'000 | 19'808 | 19'808 | 339'914 CHF | 340'905 CHF | 97.42% | 97.42% |
02.08.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 20'000 | 20'000 | 19'807 | 19'807 | 362'328 CHF | 363'320 CHF | 97.24% | 97.24% |
30.07.2024 | 0.26% | 19.25 CHF | 19.30 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 389'642 CHF | 390'634 CHF | 99.91% | 99.91% |
29.07.2024 | 0.26% | 19.55 CHF | 19.60 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 390'850 CHF | 391'842 CHF | 99.75% | 99.75% |
25.07.2024 | 0.26% | 19.55 CHF | 19.60 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 383'899 CHF | 384'891 CHF | 99.47% | 99.47% |