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 | 0.09% | 11.38 CHF | 11.39 CHF | 450'000 | 450'000 | 449'981 | 449'981 | 5'088'140 CHF | 5'092'640 CHF | 99.06% | 99.06% |
12.08.2024 | 0.09% | 11.35 CHF | 11.36 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'137'710 CHF | 5'142'210 CHF | 99.17% | 99.17% |
09.08.2024 | 0.09% | 11.35 CHF | 11.36 CHF | 450'000 | 450'000 | 449'910 | 449'910 | 5'093'190 CHF | 5'097'690 CHF | 99.60% | 99.60% |
08.08.2024 | 0.09% | 11.15 CHF | 11.16 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'827'950 CHF | 4'832'450 CHF | 99.74% | 99.74% |
07.08.2024 | 0.09% | 11.25 CHF | 11.26 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 5'018'080 CHF | 5'022'580 CHF | 98.90% | 98.90% |
06.08.2024 | 0.09% | 10.89 CHF | 10.90 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'830'400 CHF | 4'834'900 CHF | 99.59% | 99.59% |
02.08.2024 | 0.08% | 11.24 CHF | 11.25 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'318'040 CHF | 5'322'540 CHF | 99.57% | 99.57% |
30.07.2024 | 0.08% | 12.66 CHF | 12.67 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'695'820 CHF | 5'700'320 CHF | 99.96% | 99.96% |
29.07.2024 | 0.08% | 12.57 CHF | 12.58 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'729'690 CHF | 5'734'190 CHF | 99.92% | 99.92% |
25.07.2024 | 0.08% | 12.20 CHF | 12.21 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'401'020 CHF | 5'405'520 CHF | 99.85% | 99.85% |