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 | 0.64% | 1.59 CHF | 1.60 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'280 CHF | 31'340 CHF | 97.07% | 97.07% |
12.08.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 40'000 | 20'000 | 38'307 | 20'000 | 62'735 CHF | 32'987 CHF | 100.00% | 100.00% |
09.08.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 64'279 CHF | 32'340 CHF | 96.32% | 96.32% |
08.08.2024 | 0.71% | 1.52 CHF | 1.53 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'391 CHF | 28'395 CHF | 95.49% | 95.49% |
07.08.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'994 CHF | 29'197 CHF | 100.00% | 100.00% |
06.08.2024 | 0.89% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 14'799 | 55'424 CHF | 20'622 CHF | 97.94% | 97.94% |
02.08.2024 | 1.64% | 1.45 CHF | 1.47 CHF | 40'000 | 5'000 | 40'000 | 5'000 | 60'352 CHF | 7'669 CHF | 97.76% | 97.76% |
31.07.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 30'000 | 20'000 | 31'036 | 17'883 | 52'369 CHF | 30'329 CHF | 30.65% | 30.65% |
30.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 30'000 | 20'000 | 34'305 | 20'000 | 57'293 CHF | 33'662 CHF | 96.78% | 96.78% |
29.07.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 40'000 | 20'000 | 33'573 | 20'000 | 55'731 CHF | 33'471 CHF | 100.00% | 100.00% |