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 | 0.13% | 7.99 CHF | 8.00 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 352'745 CHF | 353'191 CHF | 99.80% | 99.80% |
12.08.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 45'000 | 45'000 | 44'577 | 44'577 | 356'962 CHF | 357'408 CHF | 99.86% | 99.86% |
09.08.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 45'000 | 45'000 | 44'548 | 44'547 | 354'407 CHF | 354'848 CHF | 93.43% | 93.43% |
08.08.2024 | 0.14% | 7.77 CHF | 7.78 CHF | 45'000 | 45'000 | 44'567 | 44'567 | 328'038 CHF | 328'485 CHF | 97.42% | 97.42% |
07.08.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 45'000 | 45'000 | 44'569 | 44'569 | 346'859 CHF | 347'306 CHF | 98.13% | 98.13% |
06.08.2024 | 0.14% | 7.56 CHF | 7.57 CHF | 45'000 | 45'000 | 44'567 | 44'567 | 329'686 CHF | 330'132 CHF | 95.16% | 95.16% |
02.08.2024 | 0.12% | 7.89 CHF | 7.90 CHF | 45'000 | 45'000 | 44'555 | 44'555 | 376'419 CHF | 376'865 CHF | 94.38% | 94.38% |
30.07.2024 | 0.11% | 9.22 CHF | 9.23 CHF | 45'000 | 45'000 | 44'577 | 44'575 | 410'623 CHF | 411'050 CHF | 99.81% | 99.81% |
29.07.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 413'760 CHF | 414'206 CHF | 99.87% | 99.87% |
25.07.2024 | 0.12% | 8.77 CHF | 8.78 CHF | 45'000 | 45'000 | 44'573 | 44'573 | 382'580 CHF | 383'026 CHF | 98.80% | 98.80% |