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 | 0.21% | 4.60 CHF | 4.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'340'140 CHF | 2'345'140 CHF | 100.00% | 100.00% |
12.08.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 500'000 | 500'000 | 499'758 | 499'758 | 2'284'420 CHF | 2'289'420 CHF | 99.98% | 99.98% |
09.08.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'226'700 CHF | 2'231'700 CHF | 99.94% | 99.94% |
08.08.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'169'760 CHF | 2'174'760 CHF | 99.94% | 99.94% |
07.08.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'142'410 CHF | 2'147'410 CHF | 99.96% | 99.96% |
06.08.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'075'820 CHF | 2'080'820 CHF | 99.83% | 99.83% |
02.08.2024 | 0.22% | 4.24 CHF | 4.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'224'280 CHF | 2'229'280 CHF | 99.82% | 99.82% |
30.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'256'300 CHF | 2'261'300 CHF | 99.56% | 99.56% |
29.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'316'030 CHF | 2'321'030 CHF | 99.99% | 99.99% |
25.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'288'310 CHF | 2'293'310 CHF | 99.96% | 99.96% |