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 | 0.10% | 10.27 CHF | 10.28 CHF | 450'000 | 450'000 | 449'977 | 449'977 | 4'586'810 CHF | 4'591'310 CHF | 99.21% | 99.21% |
12.08.2024 | 0.10% | 10.23 CHF | 10.24 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'635'260 CHF | 4'639'760 CHF | 99.20% | 99.20% |
09.08.2024 | 0.10% | 10.24 CHF | 10.25 CHF | 450'000 | 450'000 | 449'900 | 449'900 | 4'593'360 CHF | 4'597'860 CHF | 99.60% | 99.60% |
08.08.2024 | 0.10% | 10.04 CHF | 10.05 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'331'010 CHF | 4'335'510 CHF | 99.74% | 99.74% |
07.08.2024 | 0.10% | 10.14 CHF | 10.15 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'520'700 CHF | 4'525'200 CHF | 98.86% | 98.86% |
06.08.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'337'430 CHF | 4'341'930 CHF | 99.48% | 99.48% |
02.08.2024 | 0.09% | 10.14 CHF | 10.15 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'817'170 CHF | 4'821'670 CHF | 99.54% | 99.54% |
30.07.2024 | 0.09% | 11.53 CHF | 11.54 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'185'020 CHF | 5'189'520 CHF | 99.98% | 99.98% |
29.07.2024 | 0.09% | 11.43 CHF | 11.44 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'219'640 CHF | 5'224'140 CHF | 99.89% | 99.89% |
25.07.2024 | 0.09% | 11.07 CHF | 11.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'894'580 CHF | 4'899'080 CHF | 99.88% | 99.88% |