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 | 0.72% | 1.45 CHF | 1.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 689'950 CHF | 694'950 CHF | 100.00% | 100.00% |
12.08.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 500'000 | 500'000 | 499'767 | 499'767 | 752'442 CHF | 757'442 CHF | 99.89% | 99.89% |
09.08.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 799'783 CHF | 804'783 CHF | 99.94% | 99.94% |
08.08.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 840'552 CHF | 845'552 CHF | 99.92% | 99.92% |
07.08.2024 | 0.57% | 1.66 CHF | 1.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 871'844 CHF | 876'844 CHF | 99.97% | 99.97% |
06.08.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 913'922 CHF | 918'922 CHF | 99.84% | 99.84% |
02.08.2024 | 0.61% | 1.78 CHF | 1.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 818'018 CHF | 823'018 CHF | 99.81% | 99.81% |
30.07.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 850'611 CHF | 855'611 CHF | 99.57% | 99.57% |
29.07.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 788'446 CHF | 793'446 CHF | 99.99% | 99.99% |
25.07.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 799'202 CHF | 804'202 CHF | 99.94% | 99.94% |