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 | 0.76% | 1.34 CHF | 1.35 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'280 CHF | 26'340 CHF | 97.07% | 97.07% |
12.08.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'542 CHF | 27'971 CHF | 100.00% | 100.00% |
09.08.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'279 CHF | 27'339 CHF | 96.32% | 96.32% |
08.08.2024 | 0.86% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 49'158 | 20'000 | 56'978 CHF | 23'417 CHF | 96.46% | 96.46% |
07.08.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 40'000 | 20'000 | 49'088 | 20'000 | 58'846 CHF | 24'197 CHF | 100.00% | 100.00% |
06.08.2024 | 1.09% | 1.15 CHF | 1.16 CHF | 50'000 | 20'000 | 50'000 | 14'725 | 56'799 CHF | 16'845 CHF | 96.57% | 96.57% |
02.08.2024 | 1.97% | 1.20 CHF | 1.22 CHF | 50'000 | 5'000 | 42'812 | 5'000 | 53'766 CHF | 6'419 CHF | 97.57% | 97.57% |
31.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 40'000 | 20'000 | 40'000 | 17'883 | 57'543 CHF | 25'860 CHF | 30.65% | 30.65% |
30.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'924 CHF | 28'662 CHF | 96.78% | 96.78% |
29.07.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'541 CHF | 28'471 CHF | 100.00% | 100.00% |