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 | 0.11% | 9.86 CHF | 9.87 CHF | 163'900 | 163'900 | 163'900 | 163'900 | 1'554'790 CHF | 1'556'430 CHF | 99.93% | 99.93% |
12.08.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 163'600 | 163'600 | 163'600 | 163'600 | 1'521'530 CHF | 1'523'170 CHF | 99.19% | 99.19% |
09.08.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 168'900 | 168'900 | 168'900 | 168'900 | 1'498'080 CHF | 1'499'770 CHF | 99.86% | 99.86% |
08.08.2024 | 0.13% | 8.37 CHF | 8.38 CHF | 195'300 | 195'300 | 195'226 | 195'226 | 1'482'890 CHF | 1'484'840 CHF | 99.71% | 99.71% |
07.08.2024 | 0.13% | 8.83 CHF | 8.84 CHF | 184'500 | 184'500 | 182'294 | 182'294 | 1'562'430 CHF | 1'564'270 CHF | 99.86% | 99.86% |
06.08.2024 | 0.13% | 8.06 CHF | 8.07 CHF | 197'500 | 197'500 | 197'500 | 197'500 | 1'524'230 CHF | 1'526'200 CHF | 99.41% | 99.41% |
02.08.2024 | 0.10% | 8.98 CHF | 8.99 CHF | 133'800 | 133'800 | 133'800 | 133'800 | 1'360'820 CHF | 1'362'160 CHF | 99.30% | 99.30% |
30.07.2024 | 0.08% | 11.59 CHF | 11.60 CHF | 128'900 | 128'900 | 128'900 | 128'900 | 1'583'490 CHF | 1'584'780 CHF | 99.96% | 99.96% |
29.07.2024 | 0.08% | 11.97 CHF | 11.98 CHF | 129'200 | 129'200 | 129'200 | 129'200 | 1'601'370 CHF | 1'602'660 CHF | 99.94% | 99.94% |
25.07.2024 | 0.09% | 12.00 CHF | 12.01 CHF | 133'900 | 133'900 | 133'900 | 133'900 | 1'535'630 CHF | 1'536'970 CHF | 98.82% | 98.82% |