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 | 0.23% | 4.20 CHF | 4.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'140'820 CHF | 2'145'820 CHF | 100.00% | 100.00% |
12.08.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 500'000 | 500'000 | 499'759 | 499'759 | 2'084'320 CHF | 2'089'320 CHF | 99.86% | 99.86% |
09.08.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'027'310 CHF | 2'032'310 CHF | 99.95% | 99.95% |
08.08.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'971'920 CHF | 1'976'920 CHF | 99.88% | 99.88% |
07.08.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'944'430 CHF | 1'949'430 CHF | 99.97% | 99.97% |
06.08.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'878'800 CHF | 1'883'800 CHF | 99.88% | 99.88% |
02.08.2024 | 0.25% | 3.84 CHF | 3.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'024'530 CHF | 2'029'530 CHF | 99.84% | 99.84% |
30.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'052'340 CHF | 2'057'340 CHF | 99.56% | 99.56% |
29.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'112'560 CHF | 2'117'560 CHF | 99.98% | 99.98% |
25.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'086'450 CHF | 2'091'450 CHF | 99.95% | 99.95% |