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 | 0.08% | 12.50 CHF | 12.51 CHF | 450'000 | 450'000 | 449'979 | 449'979 | 5'591'260 CHF | 5'595'760 CHF | 99.18% | 99.18% |
12.08.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 5'641'800 CHF | 5'646'300 CHF | 99.22% | 99.22% |
09.08.2024 | 0.08% | 12.47 CHF | 12.48 CHF | 450'000 | 450'000 | 449'918 | 449'918 | 5'594'760 CHF | 5'599'260 CHF | 99.58% | 99.58% |
08.08.2024 | 0.08% | 12.26 CHF | 12.27 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'326'640 CHF | 5'331'140 CHF | 99.78% | 99.78% |
07.08.2024 | 0.08% | 12.36 CHF | 12.37 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 5'517'220 CHF | 5'521'720 CHF | 98.85% | 98.85% |
06.08.2024 | 0.08% | 11.99 CHF | 12.00 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'325'350 CHF | 5'329'850 CHF | 99.50% | 99.50% |
02.08.2024 | 0.08% | 12.35 CHF | 12.36 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'820'760 CHF | 5'825'260 CHF | 99.47% | 99.47% |
30.07.2024 | 0.07% | 13.80 CHF | 13.81 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'208'340 CHF | 6'212'840 CHF | 99.94% | 99.94% |
29.07.2024 | 0.07% | 13.70 CHF | 13.71 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'241'710 CHF | 6'246'210 CHF | 99.91% | 99.91% |
25.07.2024 | 0.08% | 13.33 CHF | 13.34 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'909'360 CHF | 5'913'860 CHF | 99.89% | 99.89% |