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% | 10.61 CHF | 10.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'106'300 CHF | 2'108'300 CHF | 100.00% | 100.00% |
12.08.2024 | 0.09% | 10.54 CHF | 10.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'112'410 CHF | 2'114'410 CHF | 99.26% | 99.26% |
09.08.2024 | 0.10% | 10.49 CHF | 10.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'101'330 CHF | 2'103'330 CHF | 99.98% | 99.98% |
08.08.2024 | 0.10% | 10.42 CHF | 10.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'048'490 CHF | 2'050'490 CHF | 99.76% | 99.76% |
07.08.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'064'280 CHF | 2'066'280 CHF | 99.97% | 99.97% |
06.08.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'973'400 CHF | 1'975'400 CHF | 99.65% | 99.65% |
02.08.2024 | 0.10% | 10.20 CHF | 10.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'103'030 CHF | 2'105'030 CHF | 99.59% | 99.59% |
30.07.2024 | 0.09% | 11.45 CHF | 11.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'296'860 CHF | 2'298'860 CHF | 99.98% | 99.98% |
29.07.2024 | 0.09% | 11.34 CHF | 11.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'303'060 CHF | 2'305'060 CHF | 99.99% | 99.99% |
25.07.2024 | 0.09% | 11.30 CHF | 11.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'233'930 CHF | 2'235'930 CHF | 99.81% | 99.81% |