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 | 0.71% | 10.45 CHF | 10.48 CHF | 150'000 | 150'000 | 123'018 | 123'018 | 1'275'860 CHF | 1'279'900 CHF | 100.00% | 100.00% |
28.08.2024 | 0.70% | 10.56 CHF | 10.59 CHF | 150'000 | 150'000 | 123'016 | 123'016 | 1'304'940 CHF | 1'308'980 CHF | 100.00% | 100.00% |
27.08.2024 | 0.66% | 10.63 CHF | 10.66 CHF | 150'000 | 150'000 | 123'535 | 123'535 | 1'358'070 CHF | 1'362'120 CHF | 98.55% | 98.55% |
26.08.2024 | 0.69% | 10.75 CHF | 10.78 CHF | 150'000 | 150'000 | 123'052 | 123'052 | 1'322'110 CHF | 1'326'160 CHF | 100.00% | 100.00% |
23.08.2024 | 0.69% | 10.67 CHF | 10.70 CHF | 150'000 | 150'000 | 122'990 | 122'990 | 1'305'500 CHF | 1'309'540 CHF | 99.92% | 99.92% |
22.08.2024 | 0.70% | 10.53 CHF | 10.56 CHF | 150'000 | 150'000 | 123'040 | 123'040 | 1'277'880 CHF | 1'281'920 CHF | 100.00% | 100.00% |
21.08.2024 | 0.70% | 10.54 CHF | 10.57 CHF | 150'000 | 150'000 | 123'000 | 123'000 | 1'305'980 CHF | 1'310'020 CHF | 99.97% | 99.97% |
20.08.2024 | 0.74% | 10.29 CHF | 10.32 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'241'060 CHF | 1'245'100 CHF | 100.00% | 100.00% |
19.08.2024 | 0.76% | 9.97 CHF | 10.00 CHF | 150'000 | 150'000 | 123'926 | 123'926 | 1'189'810 CHF | 1'193'870 CHF | 99.20% | 99.20% |
16.08.2024 | 0.85% | 8.93 CHF | 8.96 CHF | 150'000 | 150'000 | 122'999 | 122'999 | 1'101'360 CHF | 1'105'420 CHF | 99.99% | 99.99% |