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 | 0.16% | 6.37 CHF | 6.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'257'560 CHF | 1'259'560 CHF | 100.00% | 100.00% |
12.08.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'262'660 CHF | 1'264'660 CHF | 99.20% | 99.20% |
09.08.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'256'160 CHF | 1'258'160 CHF | 99.97% | 99.97% |
08.08.2024 | 0.17% | 6.19 CHF | 6.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'208'060 CHF | 1'210'060 CHF | 99.69% | 99.69% |
07.08.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'223'020 CHF | 1'225'020 CHF | 99.96% | 99.96% |
06.08.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'139'600 CHF | 1'141'600 CHF | 99.77% | 99.77% |
02.08.2024 | 0.16% | 6.01 CHF | 6.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'261'500 CHF | 1'263'500 CHF | 99.68% | 99.68% |
30.07.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'440'560 CHF | 1'442'560 CHF | 100.00% | 100.00% |
29.07.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'447'230 CHF | 1'449'230 CHF | 100.00% | 100.00% |
25.07.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'382'540 CHF | 1'384'540 CHF | 99.89% | 99.89% |