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% | 18.25 CHF | 18.30 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 356'446 CHF | 357'437 CHF | 99.96% | 99.96% |
12.08.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 353'171 CHF | 354'163 CHF | 99.98% | 99.98% |
09.08.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 20'000 | 20'000 | 19'810 | 19'809 | 347'378 CHF | 348'356 CHF | 98.54% | 98.54% |
08.08.2024 | 0.30% | 17.20 CHF | 17.25 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 329'285 CHF | 330'277 CHF | 99.08% | 99.08% |
07.08.2024 | 0.29% | 17.45 CHF | 17.50 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 341'619 CHF | 342'611 CHF | 98.90% | 98.90% |
06.08.2024 | 0.30% | 16.80 CHF | 16.85 CHF | 20'000 | 20'000 | 19'802 | 19'802 | 330'091 CHF | 331'082 CHF | 94.69% | 94.69% |
02.08.2024 | 0.28% | 17.25 CHF | 17.30 CHF | 20'000 | 20'000 | 19'808 | 19'808 | 352'451 CHF | 353'442 CHF | 97.05% | 97.05% |
30.07.2024 | 0.26% | 18.75 CHF | 18.80 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 379'522 CHF | 380'514 CHF | 99.95% | 99.95% |
29.07.2024 | 0.26% | 19.05 CHF | 19.10 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 380'731 CHF | 381'722 CHF | 99.44% | 99.44% |
25.07.2024 | 0.27% | 19.05 CHF | 19.10 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 373'892 CHF | 374'884 CHF | 99.40% | 99.40% |