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 | 0.19% | 5.34 CHF | 5.35 CHF | 314'600 | 314'600 | 314'600 | 314'600 | 1'638'970 CHF | 1'642'110 CHF | 97.49% | 97.49% |
12.08.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 303'200 | 303'200 | 303'200 | 303'200 | 1'623'430 CHF | 1'626'460 CHF | 99.22% | 99.22% |
09.08.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 307'200 | 307'200 | 307'195 | 307'195 | 1'615'110 CHF | 1'618'180 CHF | 99.58% | 99.58% |
08.08.2024 | 0.22% | 5.02 CHF | 5.03 CHF | 354'600 | 354'600 | 354'469 | 354'469 | 1'602'170 CHF | 1'605'710 CHF | 99.87% | 99.87% |
07.08.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 334'900 | 334'900 | 334'900 | 334'900 | 1'710'430 CHF | 1'713'780 CHF | 98.86% | 98.86% |
06.08.2024 | 0.22% | 4.83 CHF | 4.84 CHF | 357'100 | 357'100 | 357'100 | 357'100 | 1'646'680 CHF | 1'650'250 CHF | 99.56% | 99.56% |
02.08.2024 | 0.16% | 5.43 CHF | 5.44 CHF | 231'900 | 231'900 | 231'900 | 231'900 | 1'485'180 CHF | 1'487'500 CHF | 99.56% | 99.56% |
30.07.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 219'300 | 219'300 | 219'300 | 219'300 | 1'718'870 CHF | 1'721'060 CHF | 99.96% | 99.96% |
29.07.2024 | 0.12% | 7.64 CHF | 7.65 CHF | 215'900 | 215'900 | 215'900 | 215'900 | 1'731'680 CHF | 1'733'840 CHF | 99.97% | 99.97% |
25.07.2024 | 0.15% | 7.07 CHF | 7.08 CHF | 251'100 | 251'100 | 251'100 | 251'100 | 1'682'490 CHF | 1'685'000 CHF | 99.66% | 99.66% |