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 | 2.34% | 0.83 CHF | 0.85 CHF | 70'000 | 70'000 | 69'979 | 69'979 | 59'064 CHF | 60'464 CHF | 99.27% | 99.27% |
12.08.2024 | 2.28% | 0.83 CHF | 0.85 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'617 CHF | 62'017 CHF | 99.24% | 99.24% |
09.08.2024 | 2.17% | 0.94 CHF | 0.96 CHF | 70'000 | 70'000 | 69'201 | 69'201 | 65'114 CHF | 66'509 CHF | 99.73% | 99.73% |
08.08.2024 | 2.05% | 0.96 CHF | 0.98 CHF | 70'000 | 70'000 | 69'247 | 69'247 | 68'968 CHF | 70'363 CHF | 99.98% | 99.98% |
07.08.2024 | 2.24% | 0.89 CHF | 0.91 CHF | 70'000 | 70'000 | 69'208 | 69'208 | 63'001 CHF | 64'396 CHF | 98.95% | 98.95% |
06.08.2024 | 2.16% | 1.00 CHF | 1.02 CHF | 70'000 | 70'000 | 69'247 | 69'247 | 71'220 CHF | 72'744 CHF | 99.95% | 99.95% |
02.08.2024 | 2.49% | 0.93 CHF | 0.95 CHF | 70'000 | 70'000 | 69'233 | 69'233 | 56'569 CHF | 57'964 CHF | 99.92% | 99.92% |
30.07.2024 | 2.74% | 0.73 CHF | 0.75 CHF | 70'000 | 70'000 | 69'231 | 69'231 | 51'235 CHF | 52'629 CHF | 100.00% | 100.00% |
29.07.2024 | 2.72% | 0.75 CHF | 0.77 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 51'670 CHF | 53'065 CHF | 100.00% | 100.00% |
25.07.2024 | 2.55% | 0.68 CHF | 0.70 CHF | 70'000 | 70'000 | 69'595 | 69'595 | 54'919 CHF | 56'316 CHF | 98.49% | 98.49% |