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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.05% | 20.68 CHF | 20.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'249'240 CHF | 6'252'240 CHF | 100.00% | 100.00% |
12.07.2024 | 0.05% | 20.85 CHF | 20.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'225'800 CHF | 6'228'800 CHF | 100.00% | 100.00% |
11.07.2024 | 0.05% | 20.63 CHF | 20.64 CHF | 300'000 | 300'000 | 299'726 | 299'726 | 6'175'300 CHF | 6'178'300 CHF | 99.91% | 99.91% |
10.07.2024 | 0.05% | 20.40 CHF | 20.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'076'260 CHF | 6'079'260 CHF | 100.00% | 100.00% |
09.07.2024 | 0.05% | 20.20 CHF | 20.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'089'280 CHF | 6'092'280 CHF | 100.00% | 100.00% |
08.07.2024 | 0.05% | 20.21 CHF | 20.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'065'300 CHF | 6'068'300 CHF | 100.00% | 100.00% |
05.07.2024 | 0.05% | 20.12 CHF | 20.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'076'710 CHF | 6'079'710 CHF | 99.99% | 99.99% |
04.07.2024 | 0.05% | 20.28 CHF | 20.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'066'390 CHF | 6'069'390 CHF | 100.00% | 100.00% |
03.07.2024 | 0.05% | 20.17 CHF | 20.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'048'790 CHF | 6'051'790 CHF | 100.00% | 100.00% |
02.07.2024 | 0.05% | 20.12 CHF | 20.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 6'001'830 CHF | 6'004'830 CHF | 100.00% | 100.00% |