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% | 10.12 CHF | 10.13 CHF | 450'000 | 450'000 | 449'977 | 449'977 | 4'517'080 CHF | 4'521'580 CHF | 99.19% | 99.19% |
12.08.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'565'460 CHF | 4'569'960 CHF | 99.19% | 99.19% |
09.08.2024 | 0.10% | 10.09 CHF | 10.10 CHF | 450'000 | 450'000 | 449'902 | 449'902 | 4'523'860 CHF | 4'528'360 CHF | 99.61% | 99.61% |
08.08.2024 | 0.11% | 9.88 CHF | 9.89 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'261'770 CHF | 4'266'270 CHF | 99.47% | 99.47% |
07.08.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 450'000 | 450'000 | 449'999 | 449'999 | 4'451'400 CHF | 4'455'900 CHF | 98.86% | 98.86% |
06.08.2024 | 0.11% | 9.64 CHF | 9.65 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'268'480 CHF | 4'272'980 CHF | 99.58% | 99.58% |
02.08.2024 | 0.09% | 9.99 CHF | 10.00 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'747'680 CHF | 4'752'180 CHF | 99.59% | 99.59% |
30.07.2024 | 0.09% | 11.37 CHF | 11.38 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'114'440 CHF | 5'118'940 CHF | 99.98% | 99.98% |
29.07.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 5'148'930 CHF | 5'153'430 CHF | 100.00% | 100.00% |
25.07.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 4'824'310 CHF | 4'828'810 CHF | 99.87% | 99.87% |