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% | 11.04 CHF | 11.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'192'270 CHF | 2'194'270 CHF | 100.00% | 100.00% |
12.08.2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'198'520 CHF | 2'200'520 CHF | 99.26% | 99.26% |
09.08.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'186'940 CHF | 2'188'940 CHF | 99.92% | 99.92% |
08.08.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'133'590 CHF | 2'135'590 CHF | 99.73% | 99.73% |
07.08.2024 | 0.09% | 10.93 CHF | 10.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'149'440 CHF | 2'151'440 CHF | 99.97% | 99.97% |
06.08.2024 | 0.10% | 10.36 CHF | 10.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'057'870 CHF | 2'059'870 CHF | 99.83% | 99.83% |
02.08.2024 | 0.09% | 10.63 CHF | 10.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'188'250 CHF | 2'190'250 CHF | 99.66% | 99.66% |
30.07.2024 | 0.08% | 11.88 CHF | 11.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'383'600 CHF | 2'385'600 CHF | 99.98% | 99.98% |
29.07.2024 | 0.08% | 11.78 CHF | 11.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'389'710 CHF | 2'391'710 CHF | 99.99% | 99.99% |
25.07.2024 | 0.09% | 11.73 CHF | 11.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'320'180 CHF | 2'322'180 CHF | 99.86% | 99.86% |