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 | 0.93% | 1.04 CHF | 1.05 CHF | 355'500 | 355'500 | 123'148 | 123'148 | 133'163 CHF | 134'396 CHF | 100.00% | 100.00% |
12.08.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 358'400 | 358'400 | 124'393 | 124'393 | 139'072 CHF | 140'319 CHF | 98.98% | 98.98% |
09.08.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 348'500 | 348'500 | 123'843 | 123'843 | 140'842 CHF | 142'082 CHF | 98.37% | 98.37% |
08.08.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 307'500 | 307'500 | 107'493 | 107'493 | 131'458 CHF | 132'534 CHF | 99.97% | 99.97% |
07.08.2024 | 0.83% | 1.14 CHF | 1.15 CHF | 302'900 | 302'900 | 104'849 | 104'849 | 125'130 CHF | 126'180 CHF | 99.96% | 99.96% |
06.08.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 285'600 | 285'600 | 98'067 | 98'067 | 130'681 CHF | 131'663 CHF | 99.69% | 99.69% |
02.08.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 351'800 | 351'800 | 116'934 | 116'934 | 148'280 CHF | 149'451 CHF | 99.70% | 99.70% |
30.07.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 333'200 | 333'200 | 115'353 | 115'353 | 136'669 CHF | 137'824 CHF | 100.00% | 100.00% |
29.07.2024 | 0.88% | 1.22 CHF | 1.23 CHF | 345'600 | 345'600 | 119'739 | 119'739 | 140'705 CHF | 141'903 CHF | 100.00% | 100.00% |
25.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 358'800 | 358'800 | 124'202 | 124'202 | 141'948 CHF | 143'192 CHF | 99.99% | 99.99% |