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 | 1.75% | 0.58 CHF | 0.59 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 76'625 CHF | 77'975 CHF | 100.00% | 100.00% |
12.08.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 135'000 | 135'000 | 134'972 | 134'972 | 81'018 CHF | 82'368 CHF | 98.80% | 98.80% |
09.08.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 79'478 CHF | 80'828 CHF | 100.00% | 100.00% |
08.08.2024 | 1.95% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 139'478 | 139'478 | 70'906 CHF | 72'301 CHF | 100.00% | 100.00% |
07.08.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 139'346 | 139'346 | 73'169 CHF | 74'563 CHF | 100.00% | 100.00% |
06.08.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 69'786 CHF | 71'186 CHF | 99.96% | 99.96% |
02.08.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 140'000 | 140'000 | 136'091 | 136'091 | 74'773 CHF | 76'134 CHF | 99.95% | 99.95% |
31.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 135'000 | 135'000 | 132'849 | 132'849 | 83'440 CHF | 84'769 CHF | 40.90% | 40.90% |
30.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 135'000 | 135'000 | 133'927 | 133'927 | 82'230 CHF | 83'570 CHF | 100.00% | 100.00% |
29.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 135'000 | 135'000 | 134'580 | 134'580 | 82'131 CHF | 83'477 CHF | 99.99% | 99.99% |