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 | 0.11% | 9.47 CHF | 9.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'876'980 CHF | 1'878'980 CHF | 100.00% | 100.00% |
12.08.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'882'870 CHF | 1'884'870 CHF | 99.21% | 99.21% |
09.08.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'873'000 CHF | 1'875'000 CHF | 99.95% | 99.95% |
08.08.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'821'460 CHF | 1'823'460 CHF | 99.75% | 99.75% |
07.08.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'837'000 CHF | 1'839'000 CHF | 99.97% | 99.97% |
06.08.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'748'140 CHF | 1'750'140 CHF | 99.76% | 99.76% |
02.08.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'875'670 CHF | 1'877'670 CHF | 99.69% | 99.69% |
30.07.2024 | 0.10% | 10.29 CHF | 10.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'065'590 CHF | 2'067'590 CHF | 100.00% | 100.00% |
29.07.2024 | 0.10% | 10.19 CHF | 10.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'071'880 CHF | 2'073'880 CHF | 99.99% | 99.99% |
25.07.2024 | 0.10% | 10.15 CHF | 10.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'003'910 CHF | 2'005'910 CHF | 99.84% | 99.84% |