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 | 0.39% | 13.15 CHF | 13.20 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 648'396 CHF | 650'875 CHF | 99.96% | 99.96% |
12.08.2024 | 0.38% | 13.15 CHF | 13.20 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 653'556 CHF | 656'035 CHF | 99.97% | 99.97% |
09.08.2024 | 0.38% | 13.15 CHF | 13.20 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 649'411 CHF | 651'880 CHF | 99.79% | 99.79% |
08.08.2024 | 0.40% | 12.95 CHF | 13.00 CHF | 50'000 | 50'000 | 49'520 | 49'520 | 618'670 CHF | 621'149 CHF | 98.13% | 98.13% |
07.08.2024 | 0.39% | 13.05 CHF | 13.10 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 639'851 CHF | 642'330 CHF | 99.92% | 99.92% |
06.08.2024 | 0.40% | 12.70 CHF | 12.75 CHF | 50'000 | 50'000 | 49'517 | 49'517 | 618'419 CHF | 620'897 CHF | 97.09% | 97.09% |
02.08.2024 | 0.37% | 13.00 CHF | 13.05 CHF | 50'000 | 50'000 | 49'525 | 49'525 | 674'013 CHF | 676'492 CHF | 98.37% | 98.37% |
30.07.2024 | 0.35% | 14.50 CHF | 14.55 CHF | 50'000 | 50'000 | 49'532 | 49'529 | 717'577 CHF | 720'006 CHF | 99.97% | 99.97% |
29.07.2024 | 0.35% | 14.40 CHF | 14.45 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 720'672 CHF | 723'151 CHF | 99.99% | 99.99% |
25.07.2024 | 0.37% | 14.00 CHF | 14.05 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 684'172 CHF | 686'651 CHF | 99.48% | 99.48% |