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 | 0.30% | 16.65 CHF | 16.70 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 410'448 CHF | 411'688 CHF | 99.83% | 99.83% |
12.08.2024 | 0.30% | 16.60 CHF | 16.65 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 413'228 CHF | 414'467 CHF | 99.99% | 99.99% |
09.08.2024 | 0.30% | 16.60 CHF | 16.65 CHF | 25'000 | 25'000 | 24'765 | 24'764 | 410'566 CHF | 411'794 CHF | 99.58% | 99.58% |
08.08.2024 | 0.32% | 16.40 CHF | 16.45 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 394'865 CHF | 396'105 CHF | 99.56% | 99.56% |
07.08.2024 | 0.31% | 16.50 CHF | 16.55 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 405'482 CHF | 406'721 CHF | 99.69% | 99.69% |
06.08.2024 | 0.32% | 16.05 CHF | 16.10 CHF | 25'000 | 25'000 | 24'763 | 24'763 | 394'086 CHF | 395'326 CHF | 98.70% | 98.70% |
02.08.2024 | 0.30% | 16.45 CHF | 16.50 CHF | 25'000 | 25'000 | 24'761 | 24'761 | 423'132 CHF | 424'371 CHF | 97.69% | 97.69% |
30.07.2024 | 0.28% | 18.05 CHF | 18.10 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 446'465 CHF | 447'705 CHF | 99.30% | 99.30% |
29.07.2024 | 0.28% | 17.95 CHF | 18.00 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 447'981 CHF | 449'221 CHF | 99.74% | 99.74% |
25.07.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 429'123 CHF | 430'362 CHF | 99.80% | 99.80% |