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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.21% | 14.43 CHF | 14.46 CHF | 44'900 | 44'900 | 44'900 | 44'900 | 635'421 CHF | 636'768 CHF | 100.00% | 100.00% |
28.08.2024 | 0.22% | 13.39 CHF | 13.42 CHF | 45'700 | 45'700 | 45'700 | 45'700 | 618'932 CHF | 620'303 CHF | 100.00% | 100.00% |
27.08.2024 | 0.23% | 13.16 CHF | 13.19 CHF | 45'800 | 45'800 | 45'800 | 45'800 | 607'087 CHF | 608'461 CHF | 99.99% | 99.99% |
26.08.2024 | 0.23% | 13.22 CHF | 13.25 CHF | 44'900 | 44'900 | 44'900 | 44'900 | 596'098 CHF | 597'445 CHF | 100.00% | 100.00% |
23.08.2024 | 0.23% | 13.38 CHF | 13.41 CHF | 46'400 | 46'400 | 46'400 | 46'400 | 617'320 CHF | 618'712 CHF | 99.80% | 99.80% |
22.08.2024 | 0.23% | 13.13 CHF | 13.16 CHF | 46'300 | 46'300 | 46'300 | 46'300 | 612'381 CHF | 613'770 CHF | 99.87% | 99.87% |
21.08.2024 | 0.16% | 13.02 CHF | 13.04 CHF | 48'100 | 48'100 | 48'100 | 48'100 | 617'919 CHF | 618'881 CHF | 99.94% | 99.94% |
20.08.2024 | 0.23% | 12.47 CHF | 12.50 CHF | 47'100 | 47'100 | 47'100 | 47'100 | 606'718 CHF | 608'131 CHF | 100.00% | 100.00% |
19.08.2024 | 0.16% | 12.83 CHF | 12.85 CHF | 49'100 | 49'100 | 48'975 | 48'975 | 614'395 CHF | 615'377 CHF | 99.98% | 99.98% |
16.08.2024 | 0.17% | 12.18 CHF | 12.20 CHF | 51'400 | 51'400 | 51'400 | 51'400 | 619'923 CHF | 620'951 CHF | 99.99% | 99.99% |