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% | 19.49 CHF | 19.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'892'410 CHF | 5'895'410 CHF | 100.00% | 100.00% |
12.07.2024 | 0.05% | 19.66 CHF | 19.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'869'110 CHF | 5'872'110 CHF | 100.00% | 100.00% |
11.07.2024 | 0.05% | 19.44 CHF | 19.45 CHF | 300'000 | 300'000 | 299'736 | 299'736 | 5'819'210 CHF | 5'822'210 CHF | 99.92% | 99.92% |
10.07.2024 | 0.05% | 19.21 CHF | 19.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'719'710 CHF | 5'722'710 CHF | 100.00% | 100.00% |
09.07.2024 | 0.05% | 19.01 CHF | 19.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'732'790 CHF | 5'735'790 CHF | 100.00% | 100.00% |
08.07.2024 | 0.05% | 19.02 CHF | 19.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'708'820 CHF | 5'711'820 CHF | 100.00% | 100.00% |
05.07.2024 | 0.05% | 18.94 CHF | 18.95 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'720'390 CHF | 5'723'390 CHF | 100.00% | 100.00% |
04.07.2024 | 0.05% | 19.09 CHF | 19.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'710'140 CHF | 5'713'140 CHF | 100.00% | 100.00% |
03.07.2024 | 0.05% | 18.98 CHF | 18.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'692'630 CHF | 5'695'630 CHF | 100.00% | 100.00% |
02.07.2024 | 0.05% | 18.93 CHF | 18.94 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'645'730 CHF | 5'648'730 CHF | 100.00% | 100.00% |