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 | 0.33% | 15.30 CHF | 15.35 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 377'670 CHF | 378'909 CHF | 99.92% | 99.92% |
12.08.2024 | 0.33% | 15.30 CHF | 15.35 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 380'399 CHF | 381'639 CHF | 99.97% | 99.97% |
09.08.2024 | 0.33% | 15.30 CHF | 15.35 CHF | 25'000 | 25'000 | 24'765 | 24'764 | 377'976 CHF | 379'205 CHF | 99.66% | 99.66% |
08.08.2024 | 0.34% | 15.10 CHF | 15.15 CHF | 25'000 | 25'000 | 24'761 | 24'761 | 362'302 CHF | 363'541 CHF | 98.33% | 98.33% |
07.08.2024 | 0.33% | 15.20 CHF | 15.25 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 372'992 CHF | 374'231 CHF | 99.68% | 99.68% |
06.08.2024 | 0.35% | 14.75 CHF | 14.80 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 361'881 CHF | 363'121 CHF | 99.27% | 99.27% |
02.08.2024 | 0.32% | 15.15 CHF | 15.20 CHF | 25'000 | 25'000 | 24'761 | 24'761 | 390'470 CHF | 391'710 CHF | 97.82% | 97.82% |
30.07.2024 | 0.30% | 16.70 CHF | 16.75 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 413'206 CHF | 414'445 CHF | 99.94% | 99.94% |
29.07.2024 | 0.30% | 16.60 CHF | 16.65 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 414'684 CHF | 415'923 CHF | 99.93% | 99.93% |
25.07.2024 | 0.32% | 16.20 CHF | 16.25 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 396'035 CHF | 397'275 CHF | 99.68% | 99.68% |