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 | 0.31% | 3.33 CHF | 3.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'628'200 CHF | 1'633'200 CHF | 100.00% | 100.00% |
12.08.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 500'000 | 500'000 | 499'767 | 499'767 | 1'692'400 CHF | 1'697'400 CHF | 99.89% | 99.89% |
09.08.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'736'640 CHF | 1'741'640 CHF | 99.91% | 99.91% |
08.08.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'772'120 CHF | 1'777'120 CHF | 99.83% | 99.83% |
07.08.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'804'500 CHF | 1'809'500 CHF | 99.92% | 99.92% |
06.08.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'838'570 CHF | 1'843'570 CHF | 99.85% | 99.85% |
02.08.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'759'230 CHF | 1'764'230 CHF | 99.80% | 99.80% |
30.07.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'810'890 CHF | 1'815'890 CHF | 99.56% | 99.56% |
29.07.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'747'970 CHF | 1'752'970 CHF | 99.99% | 99.99% |
25.07.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'753'170 CHF | 1'758'170 CHF | 99.98% | 99.98% |