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 | 0.44% | 11.40 CHF | 11.45 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 393'546 CHF | 395'281 CHF | 99.98% | 99.98% |
12.08.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 397'052 CHF | 398'787 CHF | 100.00% | 100.00% |
09.08.2024 | 0.44% | 11.40 CHF | 11.45 CHF | 35'000 | 35'000 | 34'668 | 34'668 | 394'439 CHF | 396'174 CHF | 98.91% | 98.91% |
08.08.2024 | 0.47% | 11.20 CHF | 11.25 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 373'531 CHF | 375'266 CHF | 99.77% | 99.77% |
07.08.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 388'180 CHF | 389'915 CHF | 99.63% | 99.63% |
06.08.2024 | 0.47% | 10.95 CHF | 11.00 CHF | 35'000 | 35'000 | 34'708 | 34'708 | 374'165 CHF | 375'902 CHF | 97.82% | 97.82% |
02.08.2024 | 0.42% | 11.30 CHF | 11.35 CHF | 35'000 | 35'000 | 34'666 | 34'666 | 411'604 CHF | 413'339 CHF | 97.86% | 97.86% |
30.07.2024 | 0.40% | 12.70 CHF | 12.75 CHF | 35'000 | 35'000 | 34'672 | 34'670 | 440'787 CHF | 442'503 CHF | 99.96% | 99.96% |
29.07.2024 | 0.39% | 12.60 CHF | 12.65 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 443'158 CHF | 444'893 CHF | 99.97% | 99.97% |
25.07.2024 | 0.42% | 12.25 CHF | 12.30 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 417'994 CHF | 419'729 CHF | 99.59% | 99.59% |