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% | 10.04 CHF | 10.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'991'690 CHF | 1'993'690 CHF | 100.00% | 100.00% |
12.08.2024 | 0.10% | 9.96 CHF | 9.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'997'630 CHF | 1'999'630 CHF | 99.22% | 99.22% |
09.08.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'987'160 CHF | 1'989'160 CHF | 99.96% | 99.96% |
08.08.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'934'950 CHF | 1'936'950 CHF | 99.74% | 99.74% |
07.08.2024 | 0.10% | 9.93 CHF | 9.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'950'630 CHF | 1'952'630 CHF | 99.98% | 99.98% |
06.08.2024 | 0.11% | 9.38 CHF | 9.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'860'770 CHF | 1'862'770 CHF | 99.72% | 99.72% |
02.08.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'989'330 CHF | 1'991'330 CHF | 99.61% | 99.61% |
30.07.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'181'180 CHF | 2'183'180 CHF | 99.97% | 99.97% |
29.07.2024 | 0.09% | 10.77 CHF | 10.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'187'450 CHF | 2'189'450 CHF | 99.99% | 99.99% |
25.07.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'118'950 CHF | 2'120'950 CHF | 99.91% | 99.91% |