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 | 0.24% | 4.46 CHF | 4.47 CHF | 720'000 | 720'000 | 708'592 | 708'592 | 3'115'050 CHF | 3'122'210 CHF | 99.99% | 99.99% |
12.08.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 720'000 | 720'000 | 718'147 | 718'147 | 3'166'640 CHF | 3'173'830 CHF | 99.19% | 99.19% |
09.08.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 730'000 | 730'000 | 730'000 | 730'000 | 3'212'600 CHF | 3'219'900 CHF | 99.98% | 99.98% |
08.08.2024 | 0.27% | 4.32 CHF | 4.33 CHF | 730'000 | 730'000 | 712'334 | 712'334 | 2'978'790 CHF | 2'986'020 CHF | 98.50% | 98.50% |
07.08.2024 | 0.25% | 4.28 CHF | 4.29 CHF | 770'000 | 770'000 | 767'027 | 767'027 | 3'183'570 CHF | 3'191'260 CHF | 99.98% | 99.98% |
06.08.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 780'000 | 780'000 | 780'000 | 780'000 | 3'032'620 CHF | 3'040'420 CHF | 85.12% | 85.12% |
02.08.2024 | 0.62% | 4.34 CHF | 4.39 CHF | 68'000 | 68'000 | 307'088 | 307'088 | 1'408'680 CHF | 1'414'400 CHF | 93.57% | 93.57% |
30.07.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 3'658'220 CHF | 3'664'820 CHF | 100.00% | 100.00% |
29.07.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 650'000 | 650'000 | 650'000 | 650'000 | 3'639'010 CHF | 3'645'510 CHF | 99.65% | 99.65% |
25.07.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 650'000 | 650'000 | 650'000 | 650'000 | 3'400'740 CHF | 3'407'240 CHF | 99.97% | 99.97% |