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% | 11.22 CHF | 11.23 CHF | 450'000 | 450'000 | 449'980 | 449'980 | 5'014'180 CHF | 5'018'680 CHF | 99.04% | 99.04% |
12.08.2024 | 0.09% | 11.18 CHF | 11.19 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'063'590 CHF | 5'068'090 CHF | 99.19% | 99.19% |
09.08.2024 | 0.09% | 11.19 CHF | 11.20 CHF | 450'000 | 450'000 | 449'912 | 449'912 | 5'019'360 CHF | 5'023'860 CHF | 99.61% | 99.61% |
08.08.2024 | 0.09% | 10.98 CHF | 10.99 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'754'600 CHF | 4'759'100 CHF | 99.76% | 99.76% |
07.08.2024 | 0.09% | 11.09 CHF | 11.10 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 4'944'480 CHF | 4'948'980 CHF | 98.88% | 98.88% |
06.08.2024 | 0.09% | 10.73 CHF | 10.74 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'757'250 CHF | 4'761'750 CHF | 99.65% | 99.65% |
02.08.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'243'990 CHF | 5'248'490 CHF | 99.65% | 99.65% |
30.07.2024 | 0.08% | 12.50 CHF | 12.51 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'620'640 CHF | 5'625'140 CHF | 100.00% | 100.00% |
29.07.2024 | 0.08% | 12.40 CHF | 12.41 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'654'590 CHF | 5'659'090 CHF | 99.98% | 99.98% |
25.07.2024 | 0.08% | 12.03 CHF | 12.04 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'326'490 CHF | 5'330'990 CHF | 99.91% | 99.91% |