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 | 1.53% | 1.32 CHF | 1.34 CHF | 350'000 | 350'000 | 349'896 | 349'896 | 453'793 CHF | 460'793 CHF | 99.24% | 99.24% |
12.08.2024 | 1.45% | 1.28 CHF | 1.30 CHF | 350'000 | 350'000 | 349'997 | 349'997 | 480'277 CHF | 487'277 CHF | 99.20% | 99.20% |
09.08.2024 | 1.46% | 1.43 CHF | 1.45 CHF | 350'000 | 350'000 | 346'019 | 346'019 | 486'263 CHF | 493'237 CHF | 99.73% | 99.73% |
08.08.2024 | 1.68% | 1.35 CHF | 1.37 CHF | 350'000 | 350'000 | 346'160 | 346'160 | 421'180 CHF | 428'155 CHF | 99.93% | 99.93% |
07.08.2024 | 1.46% | 1.31 CHF | 1.33 CHF | 350'000 | 350'000 | 346'080 | 346'080 | 483'952 CHF | 490'926 CHF | 98.78% | 98.78% |
06.08.2024 | 1.59% | 1.53 CHF | 1.55 CHF | 350'000 | 350'000 | 346'335 | 346'335 | 485'826 CHF | 493'449 CHF | 99.84% | 99.84% |
02.08.2024 | 1.16% | 1.57 CHF | 1.59 CHF | 290'000 | 290'000 | 286'849 | 286'849 | 508'664 CHF | 514'443 CHF | 99.88% | 99.88% |
30.07.2024 | 0.98% | 2.10 CHF | 2.12 CHF | 280'000 | 280'000 | 276'921 | 276'921 | 580'222 CHF | 585'802 CHF | 99.99% | 99.99% |
29.07.2024 | 0.94% | 2.03 CHF | 2.05 CHF | 280'000 | 280'000 | 276'936 | 276'936 | 604'340 CHF | 609'919 CHF | 100.00% | 100.00% |
25.07.2024 | 1.17% | 1.86 CHF | 1.88 CHF | 310'000 | 310'000 | 308'001 | 308'001 | 534'224 CHF | 540'411 CHF | 98.50% | 98.50% |