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% | 14.73 CHF | 14.74 CHF | 450'000 | 450'000 | 449'984 | 449'984 | 6'598'190 CHF | 6'602'690 CHF | 99.06% | 99.06% |
12.08.2024 | 0.07% | 14.70 CHF | 14.71 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 6'650'650 CHF | 6'655'150 CHF | 99.20% | 99.20% |
09.08.2024 | 0.07% | 14.70 CHF | 14.71 CHF | 450'000 | 450'000 | 449'900 | 449'900 | 6'598'020 CHF | 6'602'520 CHF | 99.57% | 99.57% |
08.08.2024 | 0.07% | 14.49 CHF | 14.50 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'324'490 CHF | 6'328'990 CHF | 99.72% | 99.72% |
07.08.2024 | 0.07% | 14.60 CHF | 14.61 CHF | 450'000 | 450'000 | 449'995 | 449'995 | 6'515'970 CHF | 6'520'470 CHF | 98.90% | 98.90% |
06.08.2024 | 0.07% | 14.19 CHF | 14.20 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'315'390 CHF | 6'319'890 CHF | 99.57% | 99.57% |
02.08.2024 | 0.07% | 14.56 CHF | 14.57 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'826'700 CHF | 6'831'200 CHF | 99.41% | 99.41% |
30.07.2024 | 0.06% | 16.08 CHF | 16.09 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'616'970 CHF | 3'619'220 CHF | 99.98% | 99.98% |
29.07.2024 | 0.06% | 15.98 CHF | 15.99 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'633'050 CHF | 3'635'300 CHF | 99.89% | 99.89% |
25.07.2024 | 0.06% | 15.59 CHF | 15.60 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'926'490 CHF | 6'930'990 CHF | 99.85% | 99.85% |