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 | 1.45% | 1.03 CHF | 1.04 CHF | 210'000 | 210'000 | 95'759 | 95'759 | 101'304 CHF | 102'551 CHF | 99.99% | 99.99% |
12.08.2024 | 1.45% | 1.06 CHF | 1.07 CHF | 215'000 | 215'000 | 96'110 | 96'110 | 102'293 CHF | 103'545 CHF | 99.83% | 99.83% |
09.08.2024 | 1.44% | 1.08 CHF | 1.09 CHF | 220'000 | 220'000 | 96'934 | 96'934 | 103'896 CHF | 105'154 CHF | 99.90% | 99.90% |
08.08.2024 | 1.42% | 1.07 CHF | 1.08 CHF | 215'000 | 215'000 | 98'104 | 98'104 | 106'166 CHF | 107'441 CHF | 99.78% | 99.78% |
07.08.2024 | 1.47% | 1.06 CHF | 1.07 CHF | 215'000 | 215'000 | 96'276 | 96'276 | 101'426 CHF | 102'678 CHF | 99.90% | 99.90% |
06.08.2024 | 2.42% | 1.07 CHF | 1.08 CHF | 225'000 | 225'000 | 73'796 | 73'796 | 78'790 CHF | 80'007 CHF | 99.97% | 99.97% |
02.08.2024 | 1.45% | 1.05 CHF | 1.06 CHF | 215'000 | 215'000 | 96'102 | 96'102 | 101'561 CHF | 102'809 CHF | 99.95% | 99.95% |
30.07.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 195'000 | 195'000 | 86'590 | 86'590 | 83'878 CHF | 84'746 CHF | 99.41% | 99.41% |
29.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 88'397 | 88'397 | 87'867 CHF | 88'753 CHF | 100.00% | 100.00% |
25.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 91'621 | 91'621 | 94'394 CHF | 95'312 CHF | 99.98% | 99.98% |