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% | 13.62 CHF | 13.63 CHF | 450'000 | 450'000 | 449'982 | 449'982 | 6'094'710 CHF | 6'099'210 CHF | 99.06% | 99.06% |
12.08.2024 | 0.07% | 13.58 CHF | 13.59 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 6'146'190 CHF | 6'150'690 CHF | 99.18% | 99.18% |
09.08.2024 | 0.07% | 13.58 CHF | 13.59 CHF | 450'000 | 450'000 | 449'906 | 449'906 | 6'096'370 CHF | 6'100'870 CHF | 99.59% | 99.59% |
08.08.2024 | 0.08% | 13.38 CHF | 13.39 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'825'640 CHF | 5'830'140 CHF | 99.78% | 99.78% |
07.08.2024 | 0.07% | 13.48 CHF | 13.49 CHF | 450'000 | 450'000 | 449'996 | 449'996 | 6'016'600 CHF | 6'021'100 CHF | 98.88% | 98.88% |
06.08.2024 | 0.08% | 13.09 CHF | 13.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'820'240 CHF | 5'824'740 CHF | 99.73% | 99.73% |
02.08.2024 | 0.07% | 13.45 CHF | 13.46 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'323'690 CHF | 6'328'190 CHF | 99.48% | 99.48% |
30.07.2024 | 0.07% | 14.94 CHF | 14.95 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'721'130 CHF | 6'725'630 CHF | 99.94% | 99.94% |
29.07.2024 | 0.07% | 14.84 CHF | 14.85 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'753'920 CHF | 6'758'420 CHF | 99.90% | 99.90% |
25.07.2024 | 0.07% | 14.46 CHF | 14.47 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'417'930 CHF | 6'422'430 CHF | 99.87% | 99.87% |