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 | 0.28% | 18.50 CHF | 18.55 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 361'401 CHF | 362'392 CHF | 99.97% | 99.97% |
12.08.2024 | 0.28% | 18.20 CHF | 18.25 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 358'134 CHF | 359'126 CHF | 99.98% | 99.98% |
09.08.2024 | 0.28% | 17.80 CHF | 17.85 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 352'342 CHF | 353'330 CHF | 99.53% | 99.53% |
08.08.2024 | 0.30% | 17.45 CHF | 17.50 CHF | 20'000 | 20'000 | 19'808 | 19'808 | 334'062 CHF | 335'053 CHF | 97.69% | 97.69% |
07.08.2024 | 0.29% | 17.70 CHF | 17.75 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 346'536 CHF | 347'528 CHF | 99.01% | 99.01% |
06.08.2024 | 0.30% | 17.05 CHF | 17.10 CHF | 20'000 | 20'000 | 19'806 | 19'806 | 335'001 CHF | 335'992 CHF | 96.83% | 96.83% |
02.08.2024 | 0.28% | 17.50 CHF | 17.55 CHF | 20'000 | 20'000 | 19'805 | 19'805 | 357'392 CHF | 358'383 CHF | 96.35% | 96.35% |
30.07.2024 | 0.26% | 19.00 CHF | 19.05 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 384'605 CHF | 385'568 CHF | 99.94% | 99.94% |
29.07.2024 | 0.26% | 19.30 CHF | 19.35 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 385'796 CHF | 386'788 CHF | 99.97% | 99.97% |
25.07.2024 | 0.26% | 19.30 CHF | 19.35 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 378'889 CHF | 379'881 CHF | 99.16% | 99.16% |