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 | 0.37% | 5.47 CHF | 5.49 CHF | 200'000 | 200'000 | 199'941 | 199'941 | 1'081'230 CHF | 1'085'230 CHF | 99.25% | 99.25% |
12.08.2024 | 0.36% | 5.42 CHF | 5.44 CHF | 200'000 | 200'000 | 199'998 | 199'998 | 1'103'700 CHF | 1'107'700 CHF | 99.21% | 99.21% |
09.08.2024 | 0.37% | 5.53 CHF | 5.55 CHF | 200'000 | 200'000 | 197'717 | 197'717 | 1'087'130 CHF | 1'091'110 CHF | 99.69% | 99.69% |
08.08.2024 | 0.41% | 5.36 CHF | 5.38 CHF | 200'000 | 200'000 | 197'842 | 197'842 | 997'037 CHF | 1'001'020 CHF | 99.84% | 99.84% |
07.08.2024 | 0.38% | 5.41 CHF | 5.43 CHF | 210'000 | 210'000 | 207'657 | 207'657 | 1'123'700 CHF | 1'127'890 CHF | 98.89% | 98.89% |
06.08.2024 | 0.43% | 5.34 CHF | 5.36 CHF | 220'000 | 220'000 | 217'784 | 217'784 | 1'126'390 CHF | 1'131'180 CHF | 99.65% | 99.65% |
02.08.2024 | 0.35% | 5.50 CHF | 5.52 CHF | 190'000 | 190'000 | 187'959 | 187'959 | 1'111'450 CHF | 1'115'240 CHF | 99.80% | 99.80% |
30.07.2024 | 0.31% | 6.55 CHF | 6.57 CHF | 190'000 | 190'000 | 187'911 | 187'911 | 1'230'290 CHF | 1'234'080 CHF | 99.98% | 99.98% |
29.07.2024 | 0.31% | 6.46 CHF | 6.48 CHF | 190'000 | 190'000 | 187'920 | 187'920 | 1'250'310 CHF | 1'254'090 CHF | 99.99% | 99.99% |
25.07.2024 | 0.34% | 6.16 CHF | 6.18 CHF | 190'000 | 190'000 | 188'774 | 188'774 | 1'128'090 CHF | 1'131'880 CHF | 98.44% | 98.44% |