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% | 11.44 CHF | 11.45 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 506'640 CHF | 507'090 CHF | 99.77% | 99.77% |
12.08.2024 | 0.09% | 11.22 CHF | 11.23 CHF | 50'000 | 50'000 | 49'999 | 49'999 | 559'906 CHF | 560'406 CHF | 99.21% | 99.21% |
09.08.2024 | 0.09% | 11.05 CHF | 11.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 550'889 CHF | 551'389 CHF | 99.93% | 99.93% |
08.08.2024 | 0.10% | 10.78 CHF | 10.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 512'422 CHF | 512'922 CHF | 99.49% | 99.49% |
07.08.2024 | 0.10% | 10.93 CHF | 10.94 CHF | 50'000 | 50'000 | 49'404 | 49'404 | 532'638 CHF | 533'136 CHF | 99.93% | 99.93% |
06.08.2024 | 0.11% | 10.57 CHF | 10.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 520'800 CHF | 521'392 CHF | 99.74% | 99.74% |
02.08.2024 | 0.09% | 10.92 CHF | 10.93 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 516'254 CHF | 516'704 CHF | 99.50% | 99.50% |
30.07.2024 | 0.08% | 12.23 CHF | 12.24 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 564'217 CHF | 564'667 CHF | 99.99% | 99.99% |
29.07.2024 | 0.08% | 12.41 CHF | 12.42 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 566'290 CHF | 566'740 CHF | 99.99% | 99.99% |
25.07.2024 | 0.08% | 12.39 CHF | 12.40 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 547'537 CHF | 547'987 CHF | 99.81% | 99.81% |