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 | 0.72% | 10.36 CHF | 10.39 CHF | 150'000 | 150'000 | 123'020 | 123'020 | 1'265'440 CHF | 1'269'480 CHF | 100.00% | 100.00% |
28.08.2024 | 0.70% | 10.47 CHF | 10.50 CHF | 150'000 | 150'000 | 123'016 | 123'016 | 1'294'560 CHF | 1'298'600 CHF | 100.00% | 100.00% |
27.08.2024 | 0.66% | 10.54 CHF | 10.57 CHF | 150'000 | 150'000 | 123'535 | 123'535 | 1'347'600 CHF | 1'351'650 CHF | 98.55% | 98.55% |
26.08.2024 | 0.69% | 10.66 CHF | 10.69 CHF | 150'000 | 150'000 | 123'050 | 123'050 | 1'311'640 CHF | 1'315'690 CHF | 100.00% | 100.00% |
23.08.2024 | 0.70% | 10.58 CHF | 10.61 CHF | 150'000 | 150'000 | 122'960 | 122'960 | 1'294'660 CHF | 1'298'690 CHF | 99.81% | 99.81% |
22.08.2024 | 0.71% | 10.45 CHF | 10.48 CHF | 150'000 | 150'000 | 123'017 | 123'017 | 1'267'140 CHF | 1'271'180 CHF | 100.00% | 100.00% |
21.08.2024 | 0.71% | 10.45 CHF | 10.48 CHF | 150'000 | 150'000 | 122'997 | 122'997 | 1'295'410 CHF | 1'299'450 CHF | 99.97% | 99.97% |
20.08.2024 | 0.74% | 10.20 CHF | 10.23 CHF | 150'000 | 150'000 | 122'986 | 122'986 | 1'230'490 CHF | 1'234'530 CHF | 100.00% | 100.00% |
19.08.2024 | 0.77% | 9.88 CHF | 9.91 CHF | 150'000 | 150'000 | 123'926 | 123'926 | 1'179'080 CHF | 1'183'140 CHF | 99.20% | 99.20% |
16.08.2024 | 0.85% | 8.84 CHF | 8.87 CHF | 150'000 | 150'000 | 122'997 | 122'997 | 1'090'620 CHF | 1'094'670 CHF | 99.99% | 99.99% |