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 | 1.91% | 0.49 CHF | 0.50 CHF | 77'735 | 20'000 | 78'342 | 20'000 | 40'706 CHF | 10'591 CHF | 97.08% | 97.08% |
12.08.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 77'008 | 20'000 | 77'390 | 20'000 | 33'926 CHF | 8'966 CHF | 99.42% | 99.91% |
09.08.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 77'480 | 20'000 | 77'494 | 20'000 | 36'543 CHF | 9'630 CHF | 98.12% | 98.12% |
08.08.2024 | 1.49% | 0.56 CHF | 0.57 CHF | 78'824 | 20'000 | 77'695 | 20'000 | 51'810 CHF | 13'562 CHF | 97.71% | 97.71% |
07.08.2024 | 1.58% | 0.57 CHF | 0.58 CHF | 79'041 | 20'000 | 79'403 | 20'000 | 49'834 CHF | 12'751 CHF | 100.00% | 100.00% |
06.08.2024 | 1.87% | 0.68 CHF | 0.69 CHF | 79'431 | 20'000 | 79'301 | 14'231 | 54'637 CHF | 10'024 CHF | 88.20% | 88.20% |
02.08.2024 | 4.53% | 0.62 CHF | 0.65 CHF | 79'161 | 5'000 | 79'173 | 5'000 | 44'757 CHF | 2'957 CHF | 97.99% | 97.99% |
31.07.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 77'703 | 20'000 | 77'675 | 17'882 | 31'139 CHF | 7'399 CHF | 30.64% | 30.64% |
30.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 78'545 | 20'000 | 78'536 | 20'000 | 32'681 CHF | 8'520 CHF | 96.78% | 96.78% |
29.07.2024 | 2.32% | 0.49 CHF | 0.50 CHF | 79'497 | 20'000 | 78'598 | 20'000 | 33'620 CHF | 8'751 CHF | 100.00% | 100.00% |