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 | 0.40% | 2.49 CHF | 2.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'380 CHF | 100'780 CHF | 98.49% | 98.49% |
12.08.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'796 CHF | 99'196 CHF | 99.07% | 99.07% |
09.08.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 99'461 CHF | 99'861 CHF | 99.87% | 99.87% |
08.08.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 103'411 CHF | 103'811 CHF | 99.26% | 99.26% |
07.08.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 102'614 CHF | 103'014 CHF | 99.52% | 99.52% |
06.08.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 103'915 CHF | 104'315 CHF | 99.56% | 99.56% |
02.08.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 101'499 CHF | 101'899 CHF | 99.64% | 99.64% |
31.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'001 CHF | 98'401 CHF | 32.11% | 32.11% |
30.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'394 CHF | 98'794 CHF | 100.00% | 100.00% |
29.07.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'566 CHF | 98'966 CHF | 99.37% | 99.37% |