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 | 1.40% | 1.41 CHF | 1.43 CHF | 70'000 | 70'000 | 69'979 | 69'979 | 99'561 CHF | 100'961 CHF | 99.25% | 99.25% |
12.08.2024 | 1.35% | 1.43 CHF | 1.45 CHF | 70'000 | 70'000 | 69'999 | 69'999 | 103'042 CHF | 104'442 CHF | 99.19% | 99.19% |
09.08.2024 | 1.33% | 1.57 CHF | 1.59 CHF | 70'000 | 70'000 | 69'206 | 69'206 | 106'989 CHF | 108'384 CHF | 99.72% | 99.72% |
08.08.2024 | 1.56% | 1.46 CHF | 1.48 CHF | 70'000 | 70'000 | 69'240 | 69'240 | 91'103 CHF | 92'498 CHF | 99.97% | 99.97% |
07.08.2024 | 1.39% | 1.45 CHF | 1.47 CHF | 70'000 | 70'000 | 69'210 | 69'210 | 102'207 CHF | 103'602 CHF | 98.94% | 98.94% |
06.08.2024 | 1.49% | 1.54 CHF | 1.56 CHF | 70'000 | 70'000 | 69'268 | 69'268 | 103'306 CHF | 104'831 CHF | 99.86% | 99.86% |
02.08.2024 | 1.13% | 1.63 CHF | 1.65 CHF | 70'000 | 70'000 | 69'253 | 69'253 | 125'416 CHF | 126'811 CHF | 99.87% | 99.87% |
30.07.2024 | 0.95% | 2.14 CHF | 2.16 CHF | 70'000 | 70'000 | 69'230 | 69'230 | 148'748 CHF | 150'142 CHF | 100.00% | 100.00% |
29.07.2024 | 0.93% | 2.10 CHF | 2.12 CHF | 70'000 | 70'000 | 69'234 | 69'234 | 153'569 CHF | 154'963 CHF | 99.99% | 99.99% |
25.07.2024 | 1.06% | 2.07 CHF | 2.09 CHF | 70'000 | 70'000 | 69'589 | 69'589 | 132'373 CHF | 133'771 CHF | 98.45% | 98.45% |