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 | 0.16% | 6.77 CHF | 6.78 CHF | 197'500 | 197'500 | 197'500 | 197'500 | 1'273'540 CHF | 1'275'520 CHF | 99.78% | 99.78% |
12.08.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 197'000 | 197'000 | 197'000 | 197'000 | 1'239'700 CHF | 1'241'670 CHF | 99.23% | 99.23% |
09.08.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 205'100 | 205'100 | 205'100 | 205'100 | 1'217'810 CHF | 1'219'860 CHF | 99.90% | 99.90% |
08.08.2024 | 0.20% | 5.54 CHF | 5.55 CHF | 246'400 | 246'400 | 246'307 | 246'307 | 1'211'810 CHF | 1'214'280 CHF | 99.78% | 99.78% |
07.08.2024 | 0.19% | 5.93 CHF | 5.94 CHF | 228'900 | 228'900 | 226'162 | 226'162 | 1'293'620 CHF | 1'295'900 CHF | 99.85% | 99.85% |
06.08.2024 | 0.20% | 5.31 CHF | 5.32 CHF | 249'700 | 249'700 | 249'700 | 249'700 | 1'257'120 CHF | 1'259'620 CHF | 99.60% | 99.60% |
02.08.2024 | 0.14% | 6.14 CHF | 6.15 CHF | 148'800 | 148'800 | 148'800 | 148'800 | 1'058'590 CHF | 1'060'080 CHF | 99.40% | 99.40% |
30.07.2024 | 0.11% | 8.21 CHF | 8.22 CHF | 141'300 | 141'300 | 141'300 | 141'300 | 1'245'280 CHF | 1'246'700 CHF | 99.95% | 99.95% |
29.07.2024 | 0.11% | 8.54 CHF | 8.55 CHF | 141'700 | 141'700 | 141'700 | 141'700 | 1'262'880 CHF | 1'264'300 CHF | 99.95% | 99.95% |
25.07.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 148'100 | 148'100 | 148'100 | 148'100 | 1'203'060 CHF | 1'204'540 CHF | 98.87% | 98.87% |