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% | 17.80 CHF | 17.85 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 351'298 CHF | 352'290 CHF | 99.23% | 99.23% |
12.08.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 353'575 CHF | 354'566 CHF | 99.20% | 99.20% |
09.08.2024 | 0.28% | 17.75 CHF | 17.80 CHF | 20'000 | 20'000 | 19'807 | 19'807 | 351'345 CHF | 352'328 CHF | 97.16% | 97.16% |
08.08.2024 | 0.30% | 17.55 CHF | 17.60 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 338'667 CHF | 339'659 CHF | 99.58% | 99.58% |
07.08.2024 | 0.29% | 17.65 CHF | 17.70 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 347'185 CHF | 348'177 CHF | 98.60% | 98.60% |
06.08.2024 | 0.30% | 17.20 CHF | 17.25 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 337'872 CHF | 338'864 CHF | 95.12% | 95.12% |
02.08.2024 | 0.28% | 17.60 CHF | 17.65 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 361'420 CHF | 362'412 CHF | 98.90% | 98.90% |
30.07.2024 | 0.26% | 19.20 CHF | 19.25 CHF | 20'000 | 20'000 | 19'812 | 19'811 | 380'640 CHF | 381'608 CHF | 99.60% | 99.60% |
29.07.2024 | 0.26% | 19.10 CHF | 19.15 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 381'836 CHF | 382'828 CHF | 99.96% | 99.96% |
25.07.2024 | 0.27% | 18.70 CHF | 18.75 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 366'496 CHF | 367'488 CHF | 99.75% | 99.75% |