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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.09% | 11.31 CHF | 11.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'246'300 CHF | 2'248'300 CHF | 100.00% | 100.00% |
28.08.2024 | 0.09% | 11.07 CHF | 11.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'223'160 CHF | 2'225'160 CHF | 100.00% | 100.00% |
27.08.2024 | 0.09% | 11.06 CHF | 11.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'220'030 CHF | 2'222'030 CHF | 100.00% | 100.00% |
26.08.2024 | 0.09% | 11.11 CHF | 11.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'223'560 CHF | 2'225'560 CHF | 100.00% | 100.00% |
23.08.2024 | 0.09% | 11.16 CHF | 11.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'226'980 CHF | 2'228'980 CHF | 99.89% | 99.89% |
22.08.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'224'240 CHF | 2'226'240 CHF | 99.88% | 99.88% |
21.08.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'210'660 CHF | 2'212'660 CHF | 99.98% | 99.98% |
20.08.2024 | 0.09% | 10.98 CHF | 10.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'216'600 CHF | 2'218'600 CHF | 99.99% | 99.99% |
19.08.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 200'000 | 200'000 | 199'480 | 199'480 | 2'198'060 CHF | 2'200'060 CHF | 100.00% | 100.00% |
16.08.2024 | 0.09% | 10.93 CHF | 10.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'179'730 CHF | 2'181'730 CHF | 100.00% | 100.00% |