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 | 1.05% | 0.95 CHF | 0.96 CHF | 335'000 | 335'000 | 333'233 | 333'233 | 316'973 CHF | 320'305 CHF | 99.74% | 99.74% |
12.08.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 335'000 | 335'000 | 329'994 | 329'994 | 313'664 CHF | 316'966 CHF | 99.20% | 99.20% |
09.08.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 330'000 | 330'000 | 328'879 | 328'879 | 306'674 CHF | 309'963 CHF | 100.00% | 100.00% |
08.08.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 330'000 | 330'000 | 332'939 | 332'939 | 310'674 CHF | 314'004 CHF | 99.97% | 99.97% |
07.08.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 330'000 | 330'000 | 328'447 | 328'447 | 300'572 CHF | 303'856 CHF | 100.00% | 100.00% |
06.08.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 335'000 | 335'000 | 334'628 | 334'628 | 309'773 CHF | 313'120 CHF | 99.96% | 99.96% |
02.08.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 325'000 | 325'000 | 320'360 | 320'360 | 282'898 CHF | 286'101 CHF | 99.97% | 99.97% |
30.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 298'765 | 298'765 | 244'161 CHF | 247'148 CHF | 100.00% | 100.00% |
29.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 298'214 | 298'214 | 240'455 CHF | 243'437 CHF | 100.00% | 100.00% |
25.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 295'000 | 295'000 | 298'679 | 298'679 | 239'479 CHF | 242'465 CHF | 100.00% | 100.00% |