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 | 3.58% | 0.54 CHF | 0.56 CHF | 70'000 | 70'000 | 69'979 | 69'979 | 38'461 CHF | 39'861 CHF | 99.25% | 99.25% |
12.08.2024 | 3.29% | 0.54 CHF | 0.56 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 41'869 CHF | 43'269 CHF | 99.26% | 99.26% |
09.08.2024 | 3.06% | 0.67 CHF | 0.69 CHF | 70'000 | 70'000 | 69'201 | 69'201 | 45'943 CHF | 47'338 CHF | 99.73% | 99.73% |
08.08.2024 | 3.13% | 0.68 CHF | 0.70 CHF | 70'000 | 70'000 | 69'232 | 69'232 | 44'960 CHF | 46'355 CHF | 100.00% | 100.00% |
07.08.2024 | 3.38% | 0.58 CHF | 0.60 CHF | 70'000 | 70'000 | 69'207 | 69'207 | 41'404 CHF | 42'799 CHF | 98.99% | 98.99% |
06.08.2024 | 3.37% | 0.67 CHF | 0.69 CHF | 70'000 | 70'000 | 69'236 | 69'236 | 45'296 CHF | 46'820 CHF | 99.99% | 99.99% |
02.08.2024 | 3.84% | 0.59 CHF | 0.61 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 36'486 CHF | 37'881 CHF | 100.00% | 100.00% |
30.07.2024 | 4.11% | 0.48 CHF | 0.50 CHF | 70'000 | 70'000 | 69'230 | 69'230 | 33'800 CHF | 35'188 CHF | 99.99% | 99.99% |
29.07.2024 | 4.03% | 0.50 CHF | 0.52 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 34'110 CHF | 35'484 CHF | 100.00% | 100.00% |
25.07.2024 | 3.62% | 0.48 CHF | 0.50 CHF | 70'000 | 70'000 | 69'589 | 69'589 | 36'337 CHF | 37'663 CHF | 98.49% | 98.49% |