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 | 0.10% | 10.16 CHF | 10.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'015'750 CHF | 2'017'750 CHF | 100.00% | 100.00% |
12.08.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'021'730 CHF | 2'023'730 CHF | 99.22% | 99.22% |
09.08.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'011'140 CHF | 2'013'140 CHF | 99.93% | 99.93% |
08.08.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'958'810 CHF | 1'960'810 CHF | 99.75% | 99.75% |
07.08.2024 | 0.10% | 10.05 CHF | 10.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'974'500 CHF | 1'976'500 CHF | 99.98% | 99.98% |
06.08.2024 | 0.11% | 9.50 CHF | 9.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'884'420 CHF | 1'886'420 CHF | 99.78% | 99.78% |
02.08.2024 | 0.10% | 9.76 CHF | 9.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'013'230 CHF | 2'015'230 CHF | 99.61% | 99.61% |
30.07.2024 | 0.09% | 10.99 CHF | 11.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'205'510 CHF | 2'207'510 CHF | 99.99% | 99.99% |
29.07.2024 | 0.09% | 10.89 CHF | 10.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'211'710 CHF | 2'213'710 CHF | 100.00% | 100.00% |
25.07.2024 | 0.09% | 10.85 CHF | 10.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'143'120 CHF | 2'145'120 CHF | 99.93% | 99.93% |