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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.09.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 500'000 | 500'000 | 499'662 | 499'662 | 1'895'760 CHF | 1'900'760 CHF | 99.46% | 99.46% |
10.09.2024 | 0.25% | 3.87 CHF | 3.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'984'140 CHF | 1'989'140 CHF | 100.00% | 100.00% |
09.09.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 500'000 | 500'000 | 499'919 | 499'919 | 2'055'440 CHF | 2'060'440 CHF | 99.31% | 99.31% |
06.09.2024 | 0.26% | 4.18 CHF | 4.19 CHF | 500'000 | 500'000 | 498'793 | 498'793 | 1'913'990 CHF | 1'918'990 CHF | 99.28% | 99.28% |
05.09.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'766'350 CHF | 1'771'350 CHF | 99.48% | 99.48% |
04.09.2024 | 0.28% | 3.38 CHF | 3.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'814'290 CHF | 1'819'290 CHF | 99.97% | 99.97% |
03.09.2024 | 0.37% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'348'920 CHF | 1'353'920 CHF | 100.00% | 100.00% |
30.08.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'300'440 CHF | 1'305'440 CHF | 100.00% | 100.00% |
29.08.2024 | 0.37% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'340'280 CHF | 1'345'280 CHF | 100.00% | 100.00% |
28.08.2024 | 0.41% | 2.87 CHF | 2.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'221'490 CHF | 1'226'490 CHF | 100.00% | 100.00% |