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% | 10.88 CHF | 10.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'160'140 CHF | 2'162'140 CHF | 100.00% | 100.00% |
28.08.2024 | 0.09% | 10.64 CHF | 10.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'136'890 CHF | 2'138'890 CHF | 100.00% | 100.00% |
27.08.2024 | 0.09% | 10.63 CHF | 10.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'133'270 CHF | 2'135'270 CHF | 100.00% | 100.00% |
26.08.2024 | 0.09% | 10.67 CHF | 10.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'136'700 CHF | 2'138'700 CHF | 99.99% | 99.99% |
23.08.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'140'020 CHF | 2'142'020 CHF | 99.92% | 99.92% |
22.08.2024 | 0.09% | 10.66 CHF | 10.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'137'190 CHF | 2'139'190 CHF | 99.89% | 99.89% |
21.08.2024 | 0.09% | 10.65 CHF | 10.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'123'460 CHF | 2'125'460 CHF | 99.97% | 99.97% |
20.08.2024 | 0.09% | 10.55 CHF | 10.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'129'180 CHF | 2'131'180 CHF | 99.99% | 99.99% |
19.08.2024 | 0.09% | 10.65 CHF | 10.66 CHF | 200'000 | 200'000 | 199'480 | 199'480 | 2'110'660 CHF | 2'112'660 CHF | 100.00% | 100.00% |
16.08.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'092'250 CHF | 2'094'250 CHF | 100.00% | 100.00% |