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 | 0.18% | 5.40 CHF | 5.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'740'620 CHF | 2'745'620 CHF | 100.00% | 100.00% |
12.08.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 500'000 | 500'000 | 499'759 | 499'759 | 2'685'140 CHF | 2'690'140 CHF | 99.89% | 99.89% |
09.08.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'625'890 CHF | 2'630'890 CHF | 99.98% | 99.98% |
08.08.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'566'690 CHF | 2'571'690 CHF | 99.89% | 99.89% |
07.08.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'539'870 CHF | 2'544'870 CHF | 99.90% | 99.90% |
06.08.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'469'880 CHF | 2'474'880 CHF | 99.87% | 99.87% |
02.08.2024 | 0.19% | 5.03 CHF | 5.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'624'570 CHF | 2'629'570 CHF | 99.77% | 99.77% |
30.07.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'664'590 CHF | 2'669'590 CHF | 99.54% | 99.54% |
29.07.2024 | 0.18% | 5.36 CHF | 5.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'724'020 CHF | 2'729'020 CHF | 100.00% | 100.00% |
25.07.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'693'810 CHF | 2'698'810 CHF | 99.92% | 99.92% |