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% | 16.97 CHF | 16.98 CHF | 225'000 | 225'000 | 224'990 | 224'990 | 3'803'220 CHF | 3'805'470 CHF | 99.18% | 99.18% |
12.08.2024 | 0.06% | 16.95 CHF | 16.96 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'830'540 CHF | 3'832'790 CHF | 99.18% | 99.18% |
09.08.2024 | 0.06% | 16.93 CHF | 16.94 CHF | 225'000 | 225'000 | 224'960 | 224'960 | 3'801'680 CHF | 3'803'930 CHF | 99.58% | 99.58% |
08.08.2024 | 0.06% | 16.73 CHF | 16.74 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'662'000 CHF | 3'664'250 CHF | 99.76% | 99.76% |
07.08.2024 | 0.06% | 16.83 CHF | 16.84 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'758'190 CHF | 3'760'440 CHF | 98.88% | 98.88% |
06.08.2024 | 0.06% | 16.39 CHF | 16.40 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'653'530 CHF | 3'655'780 CHF | 99.54% | 99.54% |
02.08.2024 | 0.06% | 16.77 CHF | 16.78 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'917'020 CHF | 3'919'270 CHF | 99.43% | 99.43% |
30.07.2024 | 0.05% | 18.36 CHF | 18.37 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'130'550 CHF | 4'132'800 CHF | 99.94% | 99.94% |
29.07.2024 | 0.05% | 18.27 CHF | 18.28 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'146'030 CHF | 4'148'280 CHF | 99.89% | 99.89% |
25.07.2024 | 0.06% | 17.85 CHF | 17.86 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'972'570 CHF | 3'974'820 CHF | 99.83% | 99.83% |