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 | 0.37% | 13.75 CHF | 13.80 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 541'758 CHF | 543'741 CHF | 99.30% | 99.30% |
12.08.2024 | 0.37% | 13.70 CHF | 13.75 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 546'006 CHF | 547'989 CHF | 100.00% | 100.00% |
09.08.2024 | 0.37% | 13.70 CHF | 13.75 CHF | 40'000 | 40'000 | 39'625 | 39'623 | 542'336 CHF | 544'300 CHF | 99.90% | 99.90% |
08.08.2024 | 0.39% | 13.50 CHF | 13.55 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 517'956 CHF | 519'939 CHF | 99.59% | 99.59% |
07.08.2024 | 0.37% | 13.60 CHF | 13.65 CHF | 40'000 | 40'000 | 39'620 | 39'620 | 534'809 CHF | 536'792 CHF | 99.14% | 99.14% |
06.08.2024 | 0.39% | 13.20 CHF | 13.25 CHF | 40'000 | 40'000 | 39'618 | 39'618 | 517'304 CHF | 519'287 CHF | 97.17% | 97.17% |
02.08.2024 | 0.36% | 13.60 CHF | 13.65 CHF | 40'000 | 40'000 | 39'617 | 39'617 | 562'236 CHF | 564'219 CHF | 97.50% | 97.50% |
30.07.2024 | 0.33% | 15.10 CHF | 15.15 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 597'333 CHF | 599'316 CHF | 99.81% | 99.81% |
29.07.2024 | 0.33% | 15.00 CHF | 15.05 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 599'857 CHF | 601'841 CHF | 99.94% | 99.94% |
25.07.2024 | 0.35% | 14.60 CHF | 14.65 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 570'489 CHF | 572'472 CHF | 99.33% | 99.33% |