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 | 0.34% | 3.01 CHF | 3.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'471'340 CHF | 1'476'340 CHF | 100.00% | 100.00% |
12.08.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500'000 | 500'000 | 499'768 | 499'768 | 1'534'750 CHF | 1'539'750 CHF | 99.88% | 99.88% |
09.08.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'579'520 CHF | 1'584'520 CHF | 99.89% | 99.89% |
08.08.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'616'100 CHF | 1'621'100 CHF | 99.89% | 99.89% |
07.08.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'648'590 CHF | 1'653'590 CHF | 99.94% | 99.94% |
06.08.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'684'090 CHF | 1'689'090 CHF | 99.86% | 99.86% |
02.08.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'601'610 CHF | 1'606'610 CHF | 99.91% | 99.91% |
30.07.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'650'180 CHF | 1'655'180 CHF | 99.55% | 99.55% |
29.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'587'210 CHF | 1'592'210 CHF | 100.00% | 100.00% |
25.07.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'593'490 CHF | 1'598'490 CHF | 99.97% | 99.97% |