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% | 30.83 CHF | 30.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'824'440 CHF | 3'825'690 CHF | 99.97% | 99.97% |
12.07.2024 | 0.03% | 30.56 CHF | 30.57 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'780'650 CHF | 3'781'900 CHF | 99.93% | 99.93% |
11.07.2024 | 0.03% | 30.29 CHF | 30.30 CHF | 125'000 | 125'000 | 124'889 | 124'889 | 3'819'540 CHF | 3'820'790 CHF | 99.87% | 99.87% |
10.07.2024 | 0.03% | 30.34 CHF | 30.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'784'260 CHF | 3'785'510 CHF | 100.00% | 100.00% |
09.07.2024 | 0.03% | 30.22 CHF | 30.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'779'390 CHF | 3'780'640 CHF | 99.99% | 99.99% |
08.07.2024 | 0.03% | 30.11 CHF | 30.12 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'753'210 CHF | 3'754'460 CHF | 98.78% | 98.78% |
05.07.2024 | 0.03% | 29.96 CHF | 29.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'731'420 CHF | 3'732'670 CHF | 99.90% | 99.90% |
04.07.2024 | 0.03% | 29.85 CHF | 29.86 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'738'660 CHF | 3'739'910 CHF | 100.00% | 100.00% |
03.07.2024 | 0.03% | 29.79 CHF | 29.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'719'580 CHF | 3'720'830 CHF | 100.00% | 100.00% |
02.07.2024 | 0.03% | 29.50 CHF | 29.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'664'220 CHF | 3'665'470 CHF | 99.97% | 99.97% |