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 | 0.51% | 3.95 CHF | 3.97 CHF | 220'000 | 220'000 | 219'935 | 219'935 | 855'791 CHF | 860'191 CHF | 99.24% | 99.24% |
12.08.2024 | 0.50% | 3.89 CHF | 3.91 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 878'446 CHF | 882'846 CHF | 99.23% | 99.23% |
09.08.2024 | 0.51% | 4.03 CHF | 4.05 CHF | 220'000 | 220'000 | 217'489 | 217'489 | 869'640 CHF | 874'023 CHF | 99.70% | 99.70% |
08.08.2024 | 0.57% | 3.87 CHF | 3.89 CHF | 220'000 | 220'000 | 217'646 | 217'646 | 780'248 CHF | 784'632 CHF | 99.90% | 99.90% |
07.08.2024 | 0.52% | 3.90 CHF | 3.92 CHF | 230'000 | 230'000 | 227'471 | 227'471 | 894'245 CHF | 898'829 CHF | 98.92% | 98.92% |
06.08.2024 | 0.59% | 3.92 CHF | 3.94 CHF | 240'000 | 240'000 | 237'668 | 237'668 | 894'302 CHF | 899'531 CHF | 99.64% | 99.64% |
02.08.2024 | 0.47% | 4.03 CHF | 4.05 CHF | 210'000 | 210'000 | 207'714 | 207'714 | 913'981 CHF | 918'165 CHF | 99.65% | 99.65% |
30.07.2024 | 0.42% | 4.95 CHF | 4.97 CHF | 200'000 | 200'000 | 197'802 | 197'802 | 977'846 CHF | 981'831 CHF | 100.00% | 100.00% |
29.07.2024 | 0.41% | 4.86 CHF | 4.88 CHF | 200'000 | 200'000 | 197'826 | 197'826 | 998'615 CHF | 1'002'600 CHF | 99.99% | 99.99% |
25.07.2024 | 0.46% | 4.59 CHF | 4.61 CHF | 210'000 | 210'000 | 208'646 | 208'646 | 920'574 CHF | 924'765 CHF | 98.49% | 98.49% |