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 | 0.50% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 100'018 CHF | 100'514 CHF | 99.95% | 99.95% |
12.08.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 106'284 CHF | 106'779 CHF | 100.00% | 100.00% |
09.08.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 110'830 CHF | 111'325 CHF | 99.90% | 99.90% |
08.08.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 114'673 CHF | 115'169 CHF | 98.86% | 98.86% |
07.08.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 117'909 CHF | 118'405 CHF | 99.63% | 99.63% |
06.08.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 121'762 CHF | 122'258 CHF | 98.08% | 98.08% |
02.08.2024 | 0.44% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 49'520 | 49'520 | 112'623 CHF | 113'118 CHF | 97.59% | 97.59% |
30.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 116'715 CHF | 117'211 CHF | 99.98% | 99.98% |
29.07.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 49'533 | 49'533 | 110'531 CHF | 111'027 CHF | 99.81% | 99.81% |
25.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 49'520 | 49'520 | 110'958 CHF | 111'454 CHF | 97.65% | 97.65% |