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 | 0.17% | 5.80 CHF | 5.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'941'630 CHF | 2'946'630 CHF | 100.00% | 100.00% |
12.08.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 500'000 | 500'000 | 499'759 | 499'759 | 2'886'610 CHF | 2'891'610 CHF | 99.98% | 99.98% |
09.08.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'826'580 CHF | 2'831'580 CHF | 99.93% | 99.93% |
08.08.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'766'270 CHF | 2'771'270 CHF | 99.92% | 99.92% |
07.08.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'739'680 CHF | 2'744'680 CHF | 99.94% | 99.94% |
06.08.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'667'300 CHF | 2'672'300 CHF | 99.86% | 99.86% |
02.08.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'826'030 CHF | 2'831'030 CHF | 99.78% | 99.78% |
30.07.2024 | 0.17% | 5.70 CHF | 5.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'869'710 CHF | 2'874'710 CHF | 99.59% | 99.59% |
29.07.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'929'340 CHF | 2'934'340 CHF | 100.00% | 100.00% |
25.07.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'897'580 CHF | 2'902'580 CHF | 99.94% | 99.94% |