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 | 3.31% | 0.44 CHF | 0.46 CHF | 70'000 | 70'000 | 69'980 | 69'980 | 31'178 CHF | 32'228 CHF | 99.29% | 99.29% |
12.08.2024 | 3.73% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 34'798 CHF | 36'126 CHF | 99.05% | 99.05% |
09.08.2024 | 3.64% | 0.56 CHF | 0.58 CHF | 70'000 | 70'000 | 69'201 | 69'201 | 38'431 CHF | 39'826 CHF | 99.73% | 99.73% |
08.08.2024 | 3.91% | 0.56 CHF | 0.58 CHF | 70'000 | 70'000 | 69'232 | 69'232 | 35'810 CHF | 37'205 CHF | 100.00% | 100.00% |
07.08.2024 | 3.99% | 0.49 CHF | 0.50 CHF | 70'000 | 70'000 | 69'210 | 69'210 | 33'870 CHF | 35'217 CHF | 98.95% | 98.95% |
06.08.2024 | 4.13% | 0.54 CHF | 0.56 CHF | 70'000 | 70'000 | 69'236 | 69'236 | 33'873 CHF | 35'269 CHF | 99.99% | 99.99% |
02.08.2024 | 3.37% | 0.48 CHF | 0.50 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 31'223 CHF | 32'269 CHF | 99.99% | 99.99% |
30.07.2024 | 3.72% | 0.40 CHF | 0.42 CHF | 70'000 | 70'000 | 69'231 | 69'231 | 28'248 CHF | 29'294 CHF | 100.00% | 100.00% |
29.07.2024 | 3.75% | 0.41 CHF | 0.43 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 27'971 CHF | 29'017 CHF | 100.00% | 100.00% |
25.07.2024 | 3.49% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 69'589 | 69'589 | 29'846 CHF | 30'894 CHF | 98.51% | 98.51% |