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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.03% | 28.92 CHF | 28.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'586'170 CHF | 3'587'420 CHF | 99.99% | 99.99% |
12.07.2024 | 0.04% | 28.66 CHF | 28.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'542'420 CHF | 3'543'660 CHF | 99.95% | 99.95% |
11.07.2024 | 0.03% | 28.40 CHF | 28.41 CHF | 125'000 | 125'000 | 124'885 | 124'885 | 3'581'790 CHF | 3'583'040 CHF | 99.84% | 99.84% |
10.07.2024 | 0.04% | 28.43 CHF | 28.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'545'520 CHF | 3'546'770 CHF | 100.00% | 100.00% |
09.07.2024 | 0.04% | 28.31 CHF | 28.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'540'720 CHF | 3'541'970 CHF | 99.98% | 99.98% |
08.07.2024 | 0.04% | 28.20 CHF | 28.21 CHF | 125'000 | 125'000 | 129'098 | 129'098 | 3'630'500 CHF | 3'631'790 CHF | 98.75% | 98.75% |
05.07.2024 | 0.04% | 28.05 CHF | 28.06 CHF | 125'000 | 125'000 | 248'895 | 248'895 | 6'954'510 CHF | 6'957'000 CHF | 99.91% | 99.91% |
04.07.2024 | 0.04% | 27.94 CHF | 27.95 CHF | 125'000 | 125'000 | 209'222 | 209'222 | 5'859'980 CHF | 5'862'070 CHF | 100.00% | 100.00% |
03.07.2024 | 0.04% | 27.88 CHF | 27.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'960'670 CHF | 6'963'170 CHF | 100.00% | 100.00% |
02.07.2024 | 0.04% | 27.59 CHF | 27.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'850'220 CHF | 6'852'720 CHF | 99.98% | 99.98% |