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 | 0.43% | 2.39 CHF | 2.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'157'140 CHF | 1'162'140 CHF | 99.99% | 99.99% |
12.08.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 499'767 | 499'767 | 1'220'040 CHF | 1'225'040 CHF | 99.88% | 99.88% |
09.08.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'266'000 CHF | 1'271'000 CHF | 99.97% | 99.97% |
08.08.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'304'220 CHF | 1'309'220 CHF | 99.93% | 99.93% |
07.08.2024 | 0.37% | 2.59 CHF | 2.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'336'010 CHF | 1'341'010 CHF | 99.98% | 99.98% |
06.08.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'374'100 CHF | 1'379'100 CHF | 99.80% | 99.80% |
02.08.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'286'510 CHF | 1'291'510 CHF | 99.83% | 99.83% |
30.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'328'450 CHF | 1'333'450 CHF | 99.51% | 99.51% |
29.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'265'650 CHF | 1'270'650 CHF | 100.00% | 100.00% |
25.07.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'274'200 CHF | 1'279'200 CHF | 99.96% | 99.96% |