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 | 0.12% | 8.66 CHF | 8.67 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 379'548 CHF | 379'998 CHF | 100.00% | 100.00% |
12.08.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 47'500 | 47'500 | 47'500 | 47'500 | 396'604 CHF | 397'079 CHF | 98.94% | 98.94% |
09.08.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 47'500 | 47'500 | 47'411 | 47'411 | 386'500 CHF | 386'975 CHF | 99.05% | 99.05% |
08.08.2024 | 0.14% | 7.88 CHF | 7.89 CHF | 47'500 | 47'500 | 47'410 | 47'410 | 348'472 CHF | 348'946 CHF | 98.75% | 98.75% |
07.08.2024 | 0.13% | 8.11 CHF | 8.12 CHF | 47'500 | 47'500 | 47'241 | 47'241 | 381'353 CHF | 381'827 CHF | 33.34% | 99.12% |
06.08.2024 | - | 7.61 CHF | - CHF | 190'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |
02.08.2024 | 0.28% | 7.90 CHF | 7.95 CHF | 4'500 | 4'500 | 31'816 | 31'816 | 265'587 CHF | 265'964 CHF | 98.90% | 98.90% |
30.07.2024 | 0.11% | 9.04 CHF | 9.05 CHF | 45'000 | 45'000 | 44'918 | 44'918 | 423'127 CHF | 423'576 CHF | 99.95% | 99.95% |
29.07.2024 | 0.11% | 9.33 CHF | 9.34 CHF | 45'000 | 45'000 | 44'915 | 44'915 | 428'014 CHF | 428'464 CHF | 99.98% | 99.98% |
25.07.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 45'000 | 45'000 | 44'918 | 44'918 | 415'715 CHF | 416'164 CHF | 99.83% | 99.83% |