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% | 11.28 CHF | 11.31 CHF | 150'000 | 150'000 | 123'019 | 123'019 | 1'377'650 CHF | 1'381'690 CHF | 100.00% | 100.00% |
28.08.2024 | 0.65% | 11.38 CHF | 11.41 CHF | 150'000 | 150'000 | 123'017 | 123'017 | 1'406'510 CHF | 1'410'550 CHF | 100.00% | 100.00% |
27.08.2024 | 0.61% | 11.45 CHF | 11.48 CHF | 150'000 | 150'000 | 123'535 | 123'535 | 1'460'270 CHF | 1'464'320 CHF | 98.55% | 98.55% |
26.08.2024 | 0.64% | 11.58 CHF | 11.61 CHF | 150'000 | 150'000 | 123'050 | 123'050 | 1'424'100 CHF | 1'428'140 CHF | 100.00% | 100.00% |
23.08.2024 | 0.64% | 11.50 CHF | 11.53 CHF | 150'000 | 150'000 | 122'987 | 122'987 | 1'407'910 CHF | 1'411'950 CHF | 99.90% | 99.90% |
22.08.2024 | 0.65% | 11.37 CHF | 11.40 CHF | 150'000 | 150'000 | 123'015 | 123'015 | 1'380'090 CHF | 1'384'130 CHF | 99.99% | 99.99% |
21.08.2024 | 0.65% | 11.37 CHF | 11.40 CHF | 150'000 | 150'000 | 123'002 | 123'002 | 1'408'780 CHF | 1'412'820 CHF | 99.98% | 99.98% |
20.08.2024 | 0.68% | 11.13 CHF | 11.16 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'344'380 CHF | 1'348'420 CHF | 100.00% | 100.00% |
19.08.2024 | 0.70% | 10.81 CHF | 10.84 CHF | 150'000 | 150'000 | 123'931 | 123'931 | 1'294'660 CHF | 1'298'720 CHF | 99.19% | 99.19% |
16.08.2024 | 0.77% | 9.78 CHF | 9.81 CHF | 150'000 | 150'000 | 123'000 | 123'000 | 1'205'720 CHF | 1'209'770 CHF | 100.00% | 100.00% |