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 | 0.62% | 1.61 CHF | 1.62 CHF | 165'000 | 165'000 | 165'506 | 165'506 | 266'972 CHF | 268'627 CHF | 100.00% | 100.00% |
12.08.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 166'000 | 166'000 | 166'073 | 166'073 | 269'032 CHF | 270'692 CHF | 98.52% | 98.52% |
09.08.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 166'000 | 166'000 | 166'139 | 166'139 | 269'101 CHF | 270'763 CHF | 100.00% | 100.00% |
08.08.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 167'000 | 167'000 | 168'379 | 168'379 | 276'930 CHF | 278'614 CHF | 99.98% | 99.98% |
07.08.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 167'000 | 167'000 | 167'704 | 167'704 | 274'665 CHF | 276'342 CHF | 99.99% | 99.99% |
06.08.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 169'000 | 169'000 | 170'001 | 170'001 | 282'483 CHF | 284'183 CHF | 99.95% | 99.95% |
02.08.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 169'000 | 169'000 | 169'420 | 169'420 | 280'723 CHF | 282'417 CHF | 99.97% | 99.97% |
31.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 167'000 | 167'000 | 165'720 | 165'720 | 268'065 CHF | 269'722 CHF | 39.24% | 39.24% |
30.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 165'000 | 165'000 | 165'861 | 165'861 | 268'551 CHF | 270'209 CHF | 100.00% | 100.00% |
29.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 168'000 | 168'000 | 168'977 | 168'977 | 279'330 CHF | 281'020 CHF | 100.00% | 100.00% |