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 | 0.08% | 12.07 CHF | 12.08 CHF | 42'500 | 42'500 | 42'500 | 42'500 | 502'431 CHF | 502'856 CHF | 99.99% | 99.99% |
12.08.2024 | 0.09% | 11.82 CHF | 11.83 CHF | 42'500 | 42'500 | 42'500 | 42'500 | 497'705 CHF | 498'130 CHF | 99.18% | 99.18% |
09.08.2024 | 0.09% | 11.48 CHF | 11.49 CHF | 42'500 | 42'500 | 42'426 | 42'426 | 486'673 CHF | 487'098 CHF | 99.04% | 99.04% |
08.08.2024 | 0.09% | 11.21 CHF | 11.22 CHF | 42'500 | 42'500 | 42'420 | 42'420 | 450'770 CHF | 451'195 CHF | 98.93% | 98.93% |
07.08.2024 | 0.09% | 11.44 CHF | 11.45 CHF | 42'500 | 42'500 | 42'267 | 42'267 | 481'206 CHF | 481'631 CHF | 33.35% | 99.13% |
06.08.2024 | - | 10.82 CHF | - CHF | 170'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.43% |
02.08.2024 | 0.20% | 11.20 CHF | 11.25 CHF | 4'250 | 4'250 | 30'043 | 30'043 | 352'151 CHF | 352'507 CHF | 98.92% | 98.92% |
30.07.2024 | 0.08% | 12.53 CHF | 12.54 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 516'167 CHF | 516'567 CHF | 99.96% | 99.96% |
29.07.2024 | 0.08% | 12.84 CHF | 12.85 CHF | 40'000 | 40'000 | 39'925 | 39'925 | 520'079 CHF | 520'479 CHF | 99.99% | 99.99% |
25.07.2024 | 0.08% | 12.90 CHF | 12.91 CHF | 40'000 | 40'000 | 39'925 | 39'925 | 507'809 CHF | 508'209 CHF | 99.85% | 99.85% |