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 | - | 0.37 CHF | - CHF | 135'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.08.2024 | - | 0.34 CHF | - CHF | 135'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.75% |
09.08.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 135'000 | 135'000 | 135'000 | 135'000 | 49'228 CHF | 50'578 CHF | 99.99% | 99.99% |
08.08.2024 | 2.24% | 0.40 CHF | 0.41 CHF | 135'000 | 135'000 | 139'478 | 139'478 | 61'727 CHF | 63'121 CHF | 99.95% | 99.95% |
07.08.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 135'000 | 135'000 | 139'347 | 139'347 | 59'444 CHF | 60'838 CHF | 100.00% | 100.00% |
06.08.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 63'357 CHF | 64'757 CHF | 99.94% | 99.94% |
02.08.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 140'000 | 140'000 | 136'090 | 136'090 | 55'051 CHF | 56'412 CHF | 99.92% | 99.92% |
31.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 135'000 | 135'000 | 132'815 | 132'815 | 43'745 CHF | 45'073 CHF | 41.40% | 41.40% |
30.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 135'000 | 135'000 | 133'928 | 133'928 | 45'968 CHF | 47'307 CHF | 100.00% | 100.00% |
29.07.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 135'000 | 135'000 | 134'578 | 134'578 | 46'668 CHF | 48'014 CHF | 100.00% | 100.00% |