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% | 12.32 CHF | 12.33 CHF | 450'000 | 450'000 | 449'981 | 449'981 | 5'510'870 CHF | 5'515'370 CHF | 99.06% | 99.06% |
12.08.2024 | 0.08% | 12.29 CHF | 12.30 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 5'561'250 CHF | 5'565'750 CHF | 99.18% | 99.18% |
09.08.2024 | 0.08% | 12.29 CHF | 12.30 CHF | 450'000 | 450'000 | 449'906 | 449'906 | 5'514'390 CHF | 5'518'890 CHF | 99.64% | 99.64% |
08.08.2024 | 0.09% | 12.08 CHF | 12.09 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'246'950 CHF | 5'251'450 CHF | 99.56% | 99.56% |
07.08.2024 | 0.08% | 12.19 CHF | 12.20 CHF | 450'000 | 450'000 | 449'996 | 449'996 | 5'437'310 CHF | 5'441'810 CHF | 98.90% | 98.90% |
06.08.2024 | 0.09% | 11.81 CHF | 11.82 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'245'800 CHF | 5'250'300 CHF | 99.69% | 99.69% |
02.08.2024 | 0.08% | 12.17 CHF | 12.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'740'270 CHF | 5'744'770 CHF | 99.71% | 99.71% |
30.07.2024 | 0.07% | 13.62 CHF | 13.63 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'126'760 CHF | 6'131'260 CHF | 99.98% | 99.98% |
29.07.2024 | 0.07% | 13.52 CHF | 13.53 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'160'170 CHF | 6'164'670 CHF | 100.00% | 100.00% |
25.07.2024 | 0.08% | 13.15 CHF | 13.16 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'828'290 CHF | 5'832'790 CHF | 99.86% | 99.86% |