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 | 0.08% | 12.44 CHF | 12.45 CHF | 164'900 | 164'900 | 164'899 | 164'899 | 2'012'670 CHF | 2'014'320 CHF | 97.52% | 97.52% |
12.08.2024 | 0.08% | 12.30 CHF | 12.31 CHF | 160'200 | 160'200 | 160'200 | 160'200 | 1'999'060 CHF | 2'000'660 CHF | 99.16% | 99.16% |
09.08.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 161'900 | 161'900 | 161'900 | 161'900 | 1'989'270 CHF | 1'990'890 CHF | 99.51% | 99.51% |
08.08.2024 | 0.09% | 11.83 CHF | 11.84 CHF | 181'300 | 181'300 | 181'231 | 181'231 | 1'967'080 CHF | 1'968'900 CHF | 99.74% | 99.74% |
07.08.2024 | 0.08% | 12.14 CHF | 12.15 CHF | 173'500 | 173'500 | 173'500 | 173'500 | 2'076'970 CHF | 2'078'710 CHF | 98.75% | 98.75% |
06.08.2024 | 0.09% | 11.43 CHF | 11.44 CHF | 182'400 | 182'400 | 182'400 | 182'400 | 2'007'740 CHF | 2'009'560 CHF | 99.37% | 99.37% |
02.08.2024 | 0.07% | 12.49 CHF | 12.50 CHF | 131'600 | 131'600 | 131'600 | 131'600 | 1'871'730 CHF | 1'873'040 CHF | 99.24% | 99.24% |
30.07.2024 | 0.06% | 16.77 CHF | 16.78 CHF | 126'200 | 126'200 | 126'200 | 126'200 | 2'112'060 CHF | 2'113'320 CHF | 99.96% | 99.96% |
29.07.2024 | 0.06% | 16.39 CHF | 16.40 CHF | 124'700 | 124'700 | 124'700 | 124'700 | 2'125'290 CHF | 2'126'540 CHF | 99.96% | 99.96% |
25.07.2024 | 0.07% | 15.37 CHF | 15.38 CHF | 140'400 | 140'400 | 140'400 | 140'400 | 2'066'030 CHF | 2'067'440 CHF | 99.51% | 99.51% |