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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 0.05% | 21.59 CHF | 21.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'328'670 CHF | 5'331'170 CHF | 99.99% | 99.99% |
12.08.2024 | 0.05% | 21.28 CHF | 21.29 CHF | 250'000 | 250'000 | 249'999 | 249'999 | 5'287'720 CHF | 5'290'220 CHF | 99.23% | 99.23% |
09.08.2024 | 0.05% | 20.85 CHF | 20.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'211'610 CHF | 5'214'110 CHF | 99.88% | 99.88% |
08.08.2024 | 0.05% | 20.50 CHF | 20.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'978'500 CHF | 4'981'000 CHF | 99.55% | 99.55% |
07.08.2024 | 0.05% | 20.79 CHF | 20.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'135'430 CHF | 5'137'930 CHF | 99.89% | 99.89% |
06.08.2024 | 0.05% | 20.08 CHF | 20.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'982'000 CHF | 4'984'500 CHF | 99.48% | 99.48% |
02.08.2024 | 0.05% | 20.55 CHF | 20.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'271'570 CHF | 5'274'070 CHF | 99.53% | 99.53% |
30.07.2024 | 0.04% | 22.11 CHF | 22.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'632'000 CHF | 5'634'500 CHF | 99.96% | 99.96% |
29.07.2024 | 0.04% | 22.43 CHF | 22.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'647'810 CHF | 5'650'310 CHF | 99.99% | 99.99% |
25.07.2024 | 0.04% | 22.39 CHF | 22.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'554'670 CHF | 5'557'170 CHF | 99.81% | 99.81% |