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% | 19.23 CHF | 19.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'739'460 CHF | 4'741'960 CHF | 100.00% | 100.00% |
12.08.2024 | 0.05% | 18.92 CHF | 18.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'697'320 CHF | 4'699'820 CHF | 99.17% | 99.17% |
09.08.2024 | 0.05% | 18.50 CHF | 18.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'624'220 CHF | 4'626'720 CHF | 99.91% | 99.91% |
08.08.2024 | 0.06% | 18.15 CHF | 18.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'394'640 CHF | 4'397'140 CHF | 99.72% | 99.72% |
07.08.2024 | 0.05% | 18.44 CHF | 18.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'550'900 CHF | 4'553'400 CHF | 99.91% | 99.91% |
06.08.2024 | 0.06% | 17.77 CHF | 17.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'402'500 CHF | 4'405'000 CHF | 99.57% | 99.57% |
02.08.2024 | 0.05% | 18.23 CHF | 18.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'682'870 CHF | 4'685'370 CHF | 99.62% | 99.62% |
30.07.2024 | 0.05% | 19.72 CHF | 19.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'031'800 CHF | 5'034'300 CHF | 99.96% | 99.96% |
29.07.2024 | 0.05% | 20.03 CHF | 20.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'048'300 CHF | 5'050'800 CHF | 99.99% | 99.99% |
25.07.2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'959'440 CHF | 4'961'940 CHF | 99.78% | 99.78% |