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 | 0.26% | 18.80 CHF | 18.85 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 387'672 CHF | 388'663 CHF | 99.95% | 99.95% |
12.08.2024 | 0.27% | 18.75 CHF | 18.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 364'736 CHF | 365'727 CHF | 99.82% | 99.82% |
09.08.2024 | 0.29% | 17.40 CHF | 17.45 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 343'956 CHF | 344'947 CHF | 99.79% | 99.79% |
08.08.2024 | 0.31% | 17.10 CHF | 17.15 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 324'439 CHF | 325'430 CHF | 98.79% | 98.79% |
07.08.2024 | 0.32% | 16.80 CHF | 16.85 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 313'116 CHF | 314'107 CHF | 99.42% | 99.42% |
06.08.2024 | 0.34% | 14.70 CHF | 14.75 CHF | 20'000 | 20'000 | 19'818 | 19'818 | 291'534 CHF | 292'526 CHF | 97.76% | 97.76% |
02.08.2024 | 0.29% | 15.40 CHF | 15.45 CHF | 20'000 | 20'000 | 19'808 | 19'807 | 342'282 CHF | 343'271 CHF | 97.47% | 97.47% |
30.07.2024 | 0.29% | 16.95 CHF | 17.00 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 343'384 CHF | 344'375 CHF | 99.93% | 99.93% |
29.07.2024 | 0.27% | 17.65 CHF | 17.70 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 367'767 CHF | 368'758 CHF | 99.89% | 99.89% |
25.07.2024 | 0.28% | 18.80 CHF | 18.85 CHF | 20'000 | 20'000 | 19'808 | 19'808 | 362'052 CHF | 363'036 CHF | 97.82% | 97.82% |