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 | 0.59% | 1.77 CHF | 1.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 851'657 CHF | 856'657 CHF | 99.99% | 99.99% |
12.08.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 500'000 | 500'000 | 499'767 | 499'767 | 913'856 CHF | 918'856 CHF | 99.89% | 99.89% |
09.08.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 960'672 CHF | 965'672 CHF | 99.94% | 99.94% |
08.08.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'000'560 CHF | 1'005'560 CHF | 99.91% | 99.91% |
07.08.2024 | 0.48% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'032'030 CHF | 1'037'030 CHF | 99.63% | 99.63% |
06.08.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'072'800 CHF | 1'077'800 CHF | 99.82% | 99.82% |
02.08.2024 | 0.51% | 2.10 CHF | 2.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 979'878 CHF | 984'878 CHF | 99.78% | 99.78% |
30.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'015'390 CHF | 1'020'390 CHF | 99.55% | 99.55% |
29.07.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 953'139 CHF | 958'139 CHF | 99.99% | 99.99% |
25.07.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 963'204 CHF | 968'204 CHF | 99.96% | 99.96% |