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 | 0.11% | 9.61 CHF | 9.62 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'493'020 CHF | 1'494'620 CHF | 99.98% | 99.98% |
12.08.2024 | 0.11% | 9.28 CHF | 9.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 1'466'160 CHF | 1'467'760 CHF | 99.20% | 99.20% |
09.08.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 160'000 | 160'000 | 159'699 | 159'699 | 1'433'660 CHF | 1'435'260 CHF | 99.06% | 99.06% |
08.08.2024 | 0.12% | 8.67 CHF | 8.68 CHF | 170'000 | 170'000 | 169'665 | 169'665 | 1'388'900 CHF | 1'390'600 CHF | 98.87% | 98.87% |
07.08.2024 | 0.12% | 8.90 CHF | 8.91 CHF | 170'000 | 170'000 | 169'689 | 169'689 | 1'480'260 CHF | 1'481'950 CHF | 99.87% | 99.87% |
06.08.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 170'000 | 170'000 | 169'686 | 169'686 | 1'421'530 CHF | 1'423'230 CHF | 99.69% | 99.69% |
02.08.2024 | 0.25% | 8.79 CHF | 8.84 CHF | 16'000 | 16'000 | 113'177 | 113'177 | 1'038'080 CHF | 1'039'420 CHF | 98.84% | 98.84% |
30.07.2024 | 0.10% | 9.88 CHF | 9.89 CHF | 160'000 | 160'000 | 159'704 | 159'704 | 1'641'140 CHF | 1'642'740 CHF | 99.98% | 99.98% |
29.07.2024 | 0.10% | 10.18 CHF | 10.19 CHF | 160'000 | 160'000 | 159'700 | 159'700 | 1'653'430 CHF | 1'655'030 CHF | 99.98% | 99.98% |
25.07.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 160'000 | 160'000 | 159'701 | 159'701 | 1'611'450 CHF | 1'613'050 CHF | 99.79% | 99.79% |