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 | 0.22% | 4.86 CHF | 4.87 CHF | 580'000 | 580'000 | 570'813 | 570'813 | 2'719'810 CHF | 2'725'580 CHF | 100.00% | 100.00% |
12.08.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 580'000 | 580'000 | 578'507 | 578'507 | 2'759'380 CHF | 2'765'170 CHF | 99.22% | 99.22% |
09.08.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 2'786'260 CHF | 2'792'160 CHF | 99.94% | 99.94% |
08.08.2024 | 0.25% | 4.62 CHF | 4.63 CHF | 580'000 | 580'000 | 565'986 | 565'986 | 2'517'650 CHF | 2'523'400 CHF | 98.42% | 98.42% |
07.08.2024 | 0.23% | 4.59 CHF | 4.60 CHF | 620'000 | 620'000 | 617'598 | 617'598 | 2'746'990 CHF | 2'753'180 CHF | 99.92% | 99.92% |
06.08.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 630'000 | 630'000 | 630'000 | 630'000 | 2'621'660 CHF | 2'627'960 CHF | 98.16% | 98.16% |
02.08.2024 | 0.57% | 4.65 CHF | 4.70 CHF | 56'000 | 56'000 | 253'742 | 253'742 | 1'251'210 CHF | 1'255'940 CHF | 94.63% | 94.63% |
30.07.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 3'322'070 CHF | 3'327'570 CHF | 99.99% | 99.99% |
29.07.2024 | 0.16% | 5.89 CHF | 5.90 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 3'357'430 CHF | 3'362'930 CHF | 99.65% | 99.65% |
25.07.2024 | 0.18% | 5.88 CHF | 5.89 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 3'111'820 CHF | 3'117'320 CHF | 99.94% | 99.94% |