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 | 0.11% | 9.59 CHF | 9.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'901'100 CHF | 1'903'100 CHF | 100.00% | 100.00% |
12.08.2024 | 0.10% | 9.51 CHF | 9.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'907'000 CHF | 1'909'000 CHF | 99.21% | 99.21% |
09.08.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'896'990 CHF | 1'898'990 CHF | 99.94% | 99.94% |
08.08.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'845'300 CHF | 1'847'300 CHF | 99.76% | 99.76% |
07.08.2024 | 0.11% | 9.48 CHF | 9.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'860'860 CHF | 1'862'860 CHF | 99.97% | 99.97% |
06.08.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'771'820 CHF | 1'773'820 CHF | 99.81% | 99.81% |
02.08.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'899'570 CHF | 1'901'570 CHF | 99.63% | 99.63% |
30.07.2024 | 0.10% | 10.41 CHF | 10.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'089'880 CHF | 2'091'880 CHF | 100.00% | 100.00% |
29.07.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'096'150 CHF | 2'098'150 CHF | 99.99% | 99.99% |
25.07.2024 | 0.10% | 10.27 CHF | 10.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'028'100 CHF | 2'030'100 CHF | 99.80% | 99.80% |