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 | - | 0.47 CHF | - CHF | 135'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.08.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 135'000 | 135'000 | 134'972 | 134'972 | 66'295 CHF | 67'644 CHF | 98.82% | 98.82% |
09.08.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 64'706 CHF | 66'056 CHF | 100.00% | 100.00% |
08.08.2024 | 2.48% | 0.44 CHF | 0.45 CHF | 135'000 | 135'000 | 139'478 | 139'478 | 55'668 CHF | 57'063 CHF | 99.99% | 99.99% |
07.08.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 135'000 | 135'000 | 139'346 | 139'346 | 57'989 CHF | 59'383 CHF | 100.00% | 100.00% |
06.08.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 54'527 CHF | 55'927 CHF | 99.98% | 99.98% |
02.08.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 136'092 | 136'092 | 60'005 CHF | 61'366 CHF | 99.97% | 99.97% |
31.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 135'000 | 135'000 | 132'853 | 132'853 | 68'875 CHF | 70'203 CHF | 40.90% | 40.90% |
30.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 135'000 | 135'000 | 133'927 | 133'927 | 67'625 CHF | 68'964 CHF | 100.00% | 100.00% |
29.07.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 135'000 | 135'000 | 134'579 | 134'579 | 67'471 CHF | 68'817 CHF | 100.00% | 100.00% |