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 | 0.20% | 5.00 CHF | 5.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'539'930 CHF | 2'544'930 CHF | 100.00% | 100.00% |
12.08.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 500'000 | 500'000 | 499'759 | 499'759 | 2'484'110 CHF | 2'489'110 CHF | 99.89% | 99.89% |
09.08.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'425'640 CHF | 2'430'640 CHF | 99.93% | 99.93% |
08.08.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'367'590 CHF | 2'372'590 CHF | 99.95% | 99.95% |
07.08.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'340'940 CHF | 2'345'940 CHF | 99.95% | 99.95% |
06.08.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'272'010 CHF | 2'277'010 CHF | 99.82% | 99.82% |
02.08.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'424'040 CHF | 2'429'040 CHF | 99.83% | 99.83% |
30.07.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'459'980 CHF | 2'464'980 CHF | 99.59% | 99.59% |
29.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'519'560 CHF | 2'524'560 CHF | 100.00% | 100.00% |
25.07.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'490'500 CHF | 2'495'500 CHF | 99.95% | 99.95% |