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 | 1.20% | 0.97 CHF | 1.00 CHF | 13'000 | 13'000 | 85'433 | 85'433 | 74'457 CHF | 75'319 CHF | 98.90% | 98.90% |
12.08.2024 | 1.16% | 0.86 CHF | 0.89 CHF | 14'000 | 14'000 | 85'334 | 85'334 | 78'104 CHF | 78'967 CHF | 98.94% | 98.94% |
09.08.2024 | 1.22% | 1.00 CHF | 1.03 CHF | 13'000 | 13'000 | 85'813 | 85'813 | 73'676 CHF | 74'542 CHF | 98.92% | 98.92% |
08.08.2024 | 1.81% | 0.61 CHF | 0.64 CHF | 14'000 | 14'000 | 90'943 | 90'943 | 52'959 CHF | 53'877 CHF | 98.72% | 98.72% |
07.08.2024 | 1.82% | 0.42 CHF | 0.45 CHF | 15'000 | 15'000 | 90'647 | 90'647 | 54'704 CHF | 55'620 CHF | 98.85% | 98.85% |
06.08.2024 | - | 0.85 CHF | - CHF | 7'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
02.08.2024 | 1.24% | 0.70 CHF | 0.73 CHF | 14'000 | 14'000 | 86'137 | 86'137 | 74'853 CHF | 75'723 CHF | 98.78% | 98.78% |
30.07.2024 | 1.12% | 0.85 CHF | 0.88 CHF | 14'000 | 14'000 | 83'802 | 83'802 | 79'905 CHF | 80'751 CHF | 98.89% | 98.89% |
29.07.2024 | 1.32% | 0.80 CHF | 0.83 CHF | 14'000 | 14'000 | 85'934 | 85'934 | 68'970 CHF | 69'838 CHF | 98.88% | 98.88% |
25.07.2024 | 1.28% | 0.87 CHF | 0.90 CHF | 14'000 | 14'000 | 85'893 | 85'893 | 70'902 CHF | 71'769 CHF | 98.80% | 98.80% |