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% | 19.54 CHF | 19.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'816'110 CHF | 4'818'610 CHF | 99.98% | 99.98% |
12.08.2024 | 0.05% | 19.23 CHF | 19.24 CHF | 250'000 | 250'000 | 249'999 | 249'999 | 4'774'100 CHF | 4'776'600 CHF | 99.19% | 99.19% |
09.08.2024 | 0.05% | 18.81 CHF | 18.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'700'640 CHF | 4'703'140 CHF | 99.85% | 99.85% |
08.08.2024 | 0.06% | 18.46 CHF | 18.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'470'570 CHF | 4'473'070 CHF | 99.65% | 99.65% |
07.08.2024 | 0.05% | 18.74 CHF | 18.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'626'950 CHF | 4'629'450 CHF | 99.91% | 99.91% |
06.08.2024 | 0.06% | 18.07 CHF | 18.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'477'900 CHF | 4'480'400 CHF | 99.56% | 99.56% |
02.08.2024 | 0.05% | 18.53 CHF | 18.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'759'480 CHF | 4'761'980 CHF | 99.67% | 99.67% |
30.07.2024 | 0.05% | 20.03 CHF | 20.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'109'840 CHF | 5'112'340 CHF | 99.99% | 99.99% |
29.07.2024 | 0.05% | 20.34 CHF | 20.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'126'260 CHF | 5'128'760 CHF | 99.98% | 99.98% |
25.07.2024 | 0.05% | 20.32 CHF | 20.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'036'860 CHF | 5'039'360 CHF | 99.81% | 99.81% |