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 | 0.03% | 33.96 CHF | 33.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'215'690 CHF | 4'216'940 CHF | 99.99% | 99.99% |
12.07.2024 | 0.03% | 33.70 CHF | 33.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'172'360 CHF | 4'173'610 CHF | 99.93% | 99.93% |
11.07.2024 | 0.03% | 33.42 CHF | 33.43 CHF | 125'000 | 125'000 | 124'890 | 124'890 | 4'211'530 CHF | 4'212'780 CHF | 99.84% | 99.84% |
10.07.2024 | 0.03% | 33.49 CHF | 33.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'177'180 CHF | 4'178'430 CHF | 100.00% | 100.00% |
09.07.2024 | 0.03% | 33.36 CHF | 33.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'172'270 CHF | 4'173'520 CHF | 100.00% | 100.00% |
08.07.2024 | 0.03% | 33.25 CHF | 33.26 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'145'110 CHF | 4'146'360 CHF | 98.75% | 98.75% |
05.07.2024 | 0.03% | 33.09 CHF | 33.10 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'123'370 CHF | 4'124'620 CHF | 99.90% | 99.90% |
04.07.2024 | 0.03% | 33.00 CHF | 33.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'132'620 CHF | 4'133'870 CHF | 100.00% | 100.00% |
03.07.2024 | 0.03% | 32.95 CHF | 32.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'114'510 CHF | 4'115'760 CHF | 100.00% | 100.00% |
02.07.2024 | 0.03% | 32.66 CHF | 32.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'059'760 CHF | 4'061'010 CHF | 99.97% | 99.97% |