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% | 13.43 CHF | 13.44 CHF | 450'000 | 450'000 | 449'980 | 449'980 | 6'009'320 CHF | 6'013'820 CHF | 99.20% | 99.20% |
12.08.2024 | 0.07% | 13.39 CHF | 13.40 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'060'690 CHF | 6'065'190 CHF | 99.19% | 99.19% |
09.08.2024 | 0.07% | 13.39 CHF | 13.40 CHF | 450'000 | 450'000 | 449'902 | 449'902 | 6'011'150 CHF | 6'015'650 CHF | 99.60% | 99.60% |
08.08.2024 | 0.08% | 13.19 CHF | 13.20 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'740'960 CHF | 5'745'460 CHF | 99.75% | 99.75% |
07.08.2024 | 0.08% | 13.29 CHF | 13.30 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 5'931'790 CHF | 5'936'290 CHF | 98.89% | 98.89% |
06.08.2024 | 0.08% | 12.90 CHF | 12.91 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'736'060 CHF | 5'740'560 CHF | 99.65% | 99.65% |
02.08.2024 | 0.07% | 13.26 CHF | 13.27 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'238'270 CHF | 6'242'770 CHF | 99.61% | 99.61% |
30.07.2024 | 0.07% | 14.75 CHF | 14.76 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'634'440 CHF | 6'638'940 CHF | 99.98% | 99.98% |
29.07.2024 | 0.07% | 14.65 CHF | 14.66 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'667'230 CHF | 6'671'730 CHF | 100.00% | 100.00% |
25.07.2024 | 0.07% | 14.27 CHF | 14.28 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'331'860 CHF | 6'336'360 CHF | 99.84% | 99.84% |