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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.66% | 11.21 CHF | 11.24 CHF | 150'000 | 150'000 | 123'018 | 123'018 | 1'369'710 CHF | 1'373'750 CHF | 100.00% | 100.00% |
28.08.2024 | 0.65% | 11.32 CHF | 11.35 CHF | 150'000 | 150'000 | 123'017 | 123'017 | 1'398'590 CHF | 1'402'630 CHF | 100.00% | 100.00% |
27.08.2024 | 0.62% | 11.39 CHF | 11.42 CHF | 150'000 | 150'000 | 123'535 | 123'535 | 1'452'330 CHF | 1'456'380 CHF | 98.55% | 98.55% |
26.08.2024 | 0.64% | 11.51 CHF | 11.54 CHF | 150'000 | 150'000 | 123'050 | 123'050 | 1'416'090 CHF | 1'420'130 CHF | 100.00% | 100.00% |
23.08.2024 | 0.65% | 11.43 CHF | 11.46 CHF | 150'000 | 150'000 | 122'979 | 122'979 | 1'399'860 CHF | 1'403'900 CHF | 99.87% | 99.87% |
22.08.2024 | 0.66% | 11.30 CHF | 11.33 CHF | 150'000 | 150'000 | 123'009 | 123'009 | 1'372'050 CHF | 1'376'090 CHF | 99.97% | 99.97% |
21.08.2024 | 0.65% | 11.31 CHF | 11.34 CHF | 150'000 | 150'000 | 123'002 | 123'002 | 1'400'790 CHF | 1'404'830 CHF | 99.98% | 99.98% |
20.08.2024 | 0.68% | 11.06 CHF | 11.09 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'336'350 CHF | 1'340'390 CHF | 100.00% | 100.00% |
19.08.2024 | 0.70% | 10.75 CHF | 10.78 CHF | 150'000 | 150'000 | 123'929 | 123'929 | 1'286'470 CHF | 1'290'520 CHF | 99.19% | 99.19% |
16.08.2024 | 0.78% | 9.71 CHF | 9.74 CHF | 150'000 | 150'000 | 122'997 | 122'997 | 1'197'570 CHF | 1'201'630 CHF | 99.99% | 99.99% |