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% | 9.16 CHF | 9.17 CHF | 450'000 | 450'000 | 449'977 | 449'977 | 4'085'820 CHF | 4'090'320 CHF | 99.05% | 99.05% |
12.08.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 4'133'260 CHF | 4'137'760 CHF | 99.17% | 99.17% |
09.08.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 450'000 | 450'000 | 449'914 | 449'914 | 4'094'150 CHF | 4'098'650 CHF | 99.59% | 99.59% |
08.08.2024 | 0.12% | 8.93 CHF | 8.94 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'834'620 CHF | 3'839'120 CHF | 99.91% | 99.91% |
07.08.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 4'023'680 CHF | 4'028'180 CHF | 98.85% | 98.85% |
06.08.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 3'844'610 CHF | 3'849'110 CHF | 99.57% | 99.57% |
02.08.2024 | 0.10% | 9.04 CHF | 9.05 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'316'650 CHF | 4'321'150 CHF | 99.39% | 99.39% |
30.07.2024 | 0.10% | 10.39 CHF | 10.40 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'674'680 CHF | 4'679'180 CHF | 99.97% | 99.97% |
29.07.2024 | 0.10% | 10.30 CHF | 10.31 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'709'800 CHF | 4'714'300 CHF | 99.89% | 99.89% |
25.07.2024 | 0.10% | 9.95 CHF | 9.96 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'388'380 CHF | 4'392'880 CHF | 99.85% | 99.85% |