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 | 2.37% | 0.43 CHF | 0.44 CHF | 83'000 | 83'000 | 83'043 | 83'043 | 34'677 CHF | 35'507 CHF | 100.00% | 100.00% |
12.08.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 83'000 | 83'000 | 83'093 | 83'093 | 33'653 CHF | 34'484 CHF | 99.29% | 99.29% |
09.08.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 83'000 | 83'000 | 83'300 | 83'300 | 33'835 CHF | 34'668 CHF | 99.97% | 99.97% |
08.08.2024 | 2.77% | 0.39 CHF | 0.40 CHF | 84'000 | 84'000 | 84'577 | 84'577 | 30'183 CHF | 31'028 CHF | 99.95% | 99.95% |
07.08.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 84'000 | 84'000 | 84'070 | 84'070 | 31'257 CHF | 32'098 CHF | 99.99% | 99.99% |
06.08.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 85'000 | 85'000 | 85'153 | 85'153 | 27'698 CHF | 28'550 CHF | 99.91% | 99.91% |
02.08.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 85'000 | 85'000 | 84'963 | 84'963 | 28'744 CHF | 29'593 CHF | 99.94% | 99.94% |
31.07.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 84'000 | 84'000 | 83'048 | 83'048 | 34'840 CHF | 35'671 CHF | 39.25% | 39.25% |
30.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 83'000 | 83'000 | 83'043 | 83'043 | 34'457 CHF | 35'287 CHF | 100.00% | 100.00% |
29.07.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 84'000 | 84'000 | 84'674 | 84'674 | 29'496 CHF | 30'343 CHF | 100.00% | 100.00% |