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 | 0.49% | 10.25 CHF | 10.30 CHF | 37'500 | 37'500 | 37'149 | 37'149 | 378'864 CHF | 380'723 CHF | 99.98% | 99.98% |
12.08.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 37'500 | 37'500 | 37'148 | 37'148 | 382'502 CHF | 384'361 CHF | 99.88% | 99.88% |
09.08.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 37'500 | 37'500 | 37'147 | 37'146 | 379'957 CHF | 381'808 CHF | 99.62% | 99.62% |
08.08.2024 | 0.17% | 10.05 CHF | 10.10 CHF | 37'500 | 37'500 | 37'144 | 37'144 | 358'326 CHF | 358'954 CHF | 98.82% | 98.82% |
07.08.2024 | 0.42% | 10.15 CHF | 10.20 CHF | 37'500 | 37'500 | 37'145 | 37'145 | 373'582 CHF | 375'141 CHF | 99.54% | 99.54% |
06.08.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 37'500 | 37'500 | 37'136 | 37'136 | 358'921 CHF | 359'293 CHF | 94.60% | 94.60% |
02.08.2024 | 0.47% | 10.15 CHF | 10.20 CHF | 37'500 | 37'500 | 37'140 | 37'140 | 398'314 CHF | 400'173 CHF | 97.86% | 97.86% |
30.07.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 37'500 | 37'500 | 37'147 | 37'147 | 428'768 CHF | 430'627 CHF | 99.58% | 99.58% |
29.07.2024 | 0.43% | 11.45 CHF | 11.50 CHF | 37'500 | 37'500 | 37'148 | 37'148 | 431'213 CHF | 433'073 CHF | 100.00% | 100.00% |
25.07.2024 | 0.46% | 11.10 CHF | 11.15 CHF | 37'500 | 37'500 | 37'148 | 37'148 | 404'618 CHF | 406'477 CHF | 99.81% | 99.81% |