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 | 0.35% | 2.75 CHF | 2.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'414'080 CHF | 1'419'080 CHF | 100.00% | 100.00% |
12.08.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 500'000 | 500'000 | 499'768 | 499'768 | 1'356'260 CHF | 1'361'260 CHF | 99.99% | 99.99% |
09.08.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'302'530 CHF | 1'307'530 CHF | 99.93% | 99.93% |
08.08.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 500'000 | 499'997 | 1'250'730 CHF | 1'255'730 CHF | 99.88% | 99.88% |
07.08.2024 | 0.41% | 2.55 CHF | 2.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'222'660 CHF | 1'227'660 CHF | 99.95% | 99.95% |
06.08.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'163'700 CHF | 1'168'700 CHF | 99.88% | 99.88% |
02.08.2024 | 0.39% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'297'460 CHF | 1'302'460 CHF | 99.79% | 99.79% |
30.07.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'310'510 CHF | 1'315'510 CHF | 99.56% | 99.56% |
29.07.2024 | 0.36% | 2.65 CHF | 2.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'371'590 CHF | 1'376'590 CHF | 99.99% | 99.99% |
25.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'350'180 CHF | 1'355'180 CHF | 99.98% | 99.98% |