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 | 0.07% | 14.53 CHF | 14.54 CHF | 450'000 | 450'000 | 449'977 | 449'977 | 6'504'430 CHF | 6'508'930 CHF | 99.22% | 99.22% |
12.08.2024 | 0.07% | 14.50 CHF | 14.51 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 6'556'920 CHF | 6'561'420 CHF | 99.18% | 99.18% |
09.08.2024 | 0.07% | 14.49 CHF | 14.50 CHF | 450'000 | 450'000 | 449'920 | 449'920 | 6'504'930 CHF | 6'509'430 CHF | 99.63% | 99.63% |
08.08.2024 | 0.07% | 14.28 CHF | 14.29 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'231'680 CHF | 6'236'180 CHF | 99.51% | 99.51% |
07.08.2024 | 0.07% | 14.39 CHF | 14.40 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 6'422'990 CHF | 6'427'490 CHF | 98.92% | 98.92% |
06.08.2024 | 0.07% | 13.98 CHF | 13.99 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'223'040 CHF | 6'227'540 CHF | 99.59% | 99.59% |
02.08.2024 | 0.07% | 14.35 CHF | 14.36 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'733'040 CHF | 6'737'540 CHF | 99.56% | 99.56% |
30.07.2024 | 0.06% | 15.87 CHF | 15.88 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'569'450 CHF | 3'571'700 CHF | 99.98% | 99.98% |
29.07.2024 | 0.06% | 15.77 CHF | 15.78 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'585'530 CHF | 3'587'780 CHF | 100.00% | 100.00% |
25.07.2024 | 0.07% | 15.38 CHF | 15.39 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'832'100 CHF | 6'836'600 CHF | 99.84% | 99.84% |