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% | 20.80 CHF | 20.81 CHF | 146'300 | 146'300 | 146'300 | 146'300 | 2'985'240 CHF | 2'986'700 CHF | 99.78% | 99.78% |
12.08.2024 | 0.05% | 20.37 CHF | 20.38 CHF | 146'100 | 146'100 | 146'100 | 146'100 | 2'954'540 CHF | 2'956'000 CHF | 99.23% | 99.23% |
09.08.2024 | 0.05% | 19.81 CHF | 19.82 CHF | 148'200 | 148'200 | 148'200 | 148'200 | 2'919'590 CHF | 2'921'080 CHF | 99.87% | 99.87% |
08.08.2024 | 0.06% | 19.11 CHF | 19.12 CHF | 158'100 | 158'100 | 158'042 | 158'042 | 2'863'290 CHF | 2'864'870 CHF | 99.67% | 99.67% |
07.08.2024 | 0.06% | 19.61 CHF | 19.62 CHF | 154'300 | 154'300 | 152'454 | 152'454 | 2'935'760 CHF | 2'937'300 CHF | 99.82% | 99.82% |
06.08.2024 | 0.06% | 18.57 CHF | 18.58 CHF | 159'000 | 159'000 | 159'000 | 159'000 | 2'889'840 CHF | 2'891'430 CHF | 99.48% | 99.48% |
02.08.2024 | 0.05% | 19.53 CHF | 19.54 CHF | 135'900 | 135'900 | 135'900 | 135'900 | 2'825'410 CHF | 2'826'770 CHF | 99.32% | 99.32% |
30.07.2024 | 0.04% | 22.30 CHF | 22.31 CHF | 134'100 | 134'100 | 134'100 | 134'100 | 3'077'610 CHF | 3'078'950 CHF | 99.95% | 99.95% |
29.07.2024 | 0.04% | 22.65 CHF | 22.66 CHF | 134'300 | 134'300 | 134'300 | 134'300 | 3'094'330 CHF | 3'095'670 CHF | 99.94% | 99.94% |
25.07.2024 | 0.05% | 22.58 CHF | 22.59 CHF | 136'400 | 136'400 | 136'400 | 136'400 | 3'009'740 CHF | 3'011'110 CHF | 98.81% | 98.81% |