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 | 0.80% | 2.53 CHF | 2.55 CHF | 250'000 | 250'000 | 249'926 | 249'926 | 622'142 CHF | 627'142 CHF | 99.28% | 99.28% |
12.08.2024 | 0.77% | 2.48 CHF | 2.50 CHF | 250'000 | 250'000 | 249'996 | 249'996 | 645'524 CHF | 650'524 CHF | 99.20% | 99.20% |
09.08.2024 | 0.79% | 2.64 CHF | 2.66 CHF | 250'000 | 250'000 | 247'142 | 247'142 | 643'829 CHF | 648'810 CHF | 99.70% | 99.70% |
08.08.2024 | 0.91% | 2.50 CHF | 2.52 CHF | 270'000 | 270'000 | 267'059 | 267'059 | 604'295 CHF | 609'676 CHF | 99.94% | 99.94% |
07.08.2024 | 0.80% | 2.50 CHF | 2.52 CHF | 280'000 | 280'000 | 276'919 | 276'919 | 710'340 CHF | 715'920 CHF | 98.88% | 98.88% |
06.08.2024 | 0.90% | 2.63 CHF | 2.65 CHF | 290'000 | 290'000 | 286'938 | 286'938 | 711'622 CHF | 717'938 CHF | 99.74% | 99.74% |
02.08.2024 | 0.69% | 2.70 CHF | 2.72 CHF | 230'000 | 230'000 | 227'499 | 227'499 | 682'609 CHF | 687'193 CHF | 99.81% | 99.81% |
30.07.2024 | 0.60% | 3.45 CHF | 3.47 CHF | 220'000 | 220'000 | 217'587 | 217'587 | 749'384 CHF | 753'768 CHF | 99.99% | 99.99% |
29.07.2024 | 0.58% | 3.37 CHF | 3.39 CHF | 220'000 | 220'000 | 217'593 | 217'593 | 768'233 CHF | 772'617 CHF | 99.99% | 99.99% |
25.07.2024 | 0.68% | 3.13 CHF | 3.15 CHF | 240'000 | 240'000 | 238'453 | 238'453 | 708'472 CHF | 713'261 CHF | 98.53% | 98.53% |