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% | 10.73 CHF | 10.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'130'400 CHF | 2'132'400 CHF | 100.00% | 100.00% |
12.08.2024 | 0.09% | 10.66 CHF | 10.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'136'540 CHF | 2'138'540 CHF | 99.26% | 99.26% |
09.08.2024 | 0.09% | 10.61 CHF | 10.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'125'310 CHF | 2'127'310 CHF | 99.94% | 99.94% |
08.08.2024 | 0.10% | 10.54 CHF | 10.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'072'320 CHF | 2'074'320 CHF | 99.78% | 99.78% |
07.08.2024 | 0.10% | 10.62 CHF | 10.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'088'150 CHF | 2'090'150 CHF | 99.97% | 99.97% |
06.08.2024 | 0.10% | 10.05 CHF | 10.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'997'050 CHF | 1'999'050 CHF | 99.63% | 99.63% |
02.08.2024 | 0.09% | 10.32 CHF | 10.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'126'920 CHF | 2'128'920 CHF | 99.56% | 99.56% |
30.07.2024 | 0.09% | 11.57 CHF | 11.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'321'170 CHF | 2'323'170 CHF | 99.97% | 99.97% |
29.07.2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'327'350 CHF | 2'329'350 CHF | 99.99% | 99.99% |
25.07.2024 | 0.09% | 11.42 CHF | 11.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'258'090 CHF | 2'260'090 CHF | 99.84% | 99.84% |