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 | 0.27% | 3.90 CHF | 3.91 CHF | 770'000 | 770'000 | 757'740 | 757'740 | 2'914'410 CHF | 2'922'070 CHF | 100.00% | 100.00% |
12.08.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 770'000 | 770'000 | 768'017 | 768'017 | 2'964'220 CHF | 2'971'910 CHF | 99.23% | 99.23% |
09.08.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 770'000 | 770'000 | 770'000 | 770'000 | 2'969'190 CHF | 2'976'890 CHF | 99.96% | 99.96% |
08.08.2024 | 0.31% | 3.78 CHF | 3.79 CHF | 780'000 | 780'000 | 761'103 | 761'103 | 2'781'910 CHF | 2'789'640 CHF | 98.44% | 98.44% |
07.08.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 830'000 | 830'000 | 826'780 | 826'780 | 2'992'890 CHF | 3'001'180 CHF | 99.97% | 99.97% |
06.08.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 830'000 | 830'000 | 830'000 | 830'000 | 2'801'300 CHF | 2'809'600 CHF | 85.09% | 85.09% |
02.08.2024 | 0.70% | 3.81 CHF | 3.86 CHF | 71'000 | 71'000 | 320'307 | 320'307 | 1'294'650 CHF | 1'300'620 CHF | 93.66% | 93.66% |
30.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 690'000 | 690'000 | 690'000 | 690'000 | 3'418'100 CHF | 3'425'000 CHF | 100.00% | 100.00% |
29.07.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 3'405'790 CHF | 3'412'590 CHF | 99.64% | 99.64% |
25.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 3'168'640 CHF | 3'175'440 CHF | 99.95% | 99.95% |