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 | 0.06% | 16.73 CHF | 16.74 CHF | 225'000 | 225'000 | 224'991 | 224'991 | 3'748'680 CHF | 3'750'930 CHF | 99.06% | 99.06% |
12.08.2024 | 0.06% | 16.70 CHF | 16.71 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'775'900 CHF | 3'778'150 CHF | 99.18% | 99.18% |
09.08.2024 | 0.06% | 16.69 CHF | 16.70 CHF | 225'000 | 225'000 | 224'950 | 224'950 | 3'747'100 CHF | 3'749'350 CHF | 99.60% | 99.60% |
08.08.2024 | 0.06% | 16.48 CHF | 16.49 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'607'920 CHF | 3'610'170 CHF | 99.55% | 99.55% |
07.08.2024 | 0.06% | 16.59 CHF | 16.60 CHF | 225'000 | 225'000 | 224'998 | 224'998 | 3'703'950 CHF | 3'706'200 CHF | 98.89% | 98.89% |
06.08.2024 | 0.06% | 16.15 CHF | 16.16 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'599'730 CHF | 3'601'980 CHF | 99.69% | 99.69% |
02.08.2024 | 0.06% | 16.53 CHF | 16.54 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'862'400 CHF | 3'864'650 CHF | 99.73% | 99.73% |
30.07.2024 | 0.06% | 18.11 CHF | 18.12 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'075'110 CHF | 4'077'360 CHF | 99.98% | 99.98% |
29.07.2024 | 0.05% | 18.02 CHF | 18.03 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'090'680 CHF | 4'092'930 CHF | 100.00% | 100.00% |
25.07.2024 | 0.06% | 17.61 CHF | 17.62 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'917'570 CHF | 3'919'820 CHF | 99.90% | 99.90% |