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% | 9.13 CHF | 9.14 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 448'485 CHF | 448'981 CHF | 99.85% | 99.85% |
12.08.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 453'285 CHF | 453'781 CHF | 99.88% | 99.88% |
09.08.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 50'000 | 50'000 | 49'528 | 49'526 | 450'098 CHF | 450'580 CHF | 99.20% | 99.20% |
08.08.2024 | 0.12% | 8.91 CHF | 8.92 CHF | 50'000 | 50'000 | 49'518 | 49'518 | 420'452 CHF | 420'948 CHF | 97.35% | 97.35% |
07.08.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 441'569 CHF | 442'065 CHF | 99.37% | 99.37% |
06.08.2024 | 0.12% | 8.68 CHF | 8.69 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 422'086 CHF | 422'582 CHF | 96.78% | 96.78% |
02.08.2024 | 0.11% | 9.02 CHF | 9.03 CHF | 50'000 | 50'000 | 49'508 | 49'508 | 474'736 CHF | 475'231 CHF | 94.84% | 94.84% |
30.07.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 512'937 CHF | 515'416 CHF | 99.95% | 99.95% |
29.07.2024 | 0.48% | 10.25 CHF | 10.30 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 516'322 CHF | 518'801 CHF | 99.97% | 99.97% |
25.07.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 482'183 CHF | 482'678 CHF | 98.87% | 98.87% |