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 | 0.09% | 10.90 CHF | 10.91 CHF | 42'500 | 42'500 | 42'500 | 42'500 | 452'977 CHF | 453'402 CHF | 100.00% | 100.00% |
12.08.2024 | 0.09% | 10.66 CHF | 10.67 CHF | 42'500 | 42'500 | 42'500 | 42'500 | 448'612 CHF | 449'037 CHF | 99.18% | 99.18% |
09.08.2024 | 0.10% | 10.34 CHF | 10.35 CHF | 42'500 | 42'500 | 42'422 | 42'422 | 438'191 CHF | 438'616 CHF | 99.11% | 99.11% |
08.08.2024 | 0.11% | 10.06 CHF | 10.07 CHF | 42'500 | 42'500 | 42'416 | 42'416 | 402'743 CHF | 403'167 CHF | 98.87% | 98.87% |
07.08.2024 | 0.10% | 10.29 CHF | 10.30 CHF | 45'000 | 45'000 | 44'759 | 44'759 | 458'527 CHF | 458'976 CHF | 34.10% | 99.87% |
06.08.2024 | - | 9.71 CHF | - CHF | 180'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.31% |
02.08.2024 | 0.22% | 10.06 CHF | 10.11 CHF | 4'250 | 4'250 | 30'056 | 30'056 | 317'465 CHF | 317'821 CHF | 98.89% | 98.89% |
30.07.2024 | 0.09% | 11.33 CHF | 11.34 CHF | 42'500 | 42'500 | 42'421 | 42'421 | 497'506 CHF | 497'931 CHF | 99.98% | 99.98% |
29.07.2024 | 0.08% | 11.64 CHF | 11.65 CHF | 42'500 | 42'500 | 42'420 | 42'420 | 501'842 CHF | 502'266 CHF | 99.97% | 99.97% |
25.07.2024 | 0.09% | 11.71 CHF | 11.72 CHF | 42'500 | 42'500 | 42'421 | 42'421 | 489'239 CHF | 489'664 CHF | 99.82% | 99.82% |