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% | 17.29 CHF | 17.30 CHF | 225'000 | 225'000 | 224'990 | 224'990 | 3'874'090 CHF | 3'876'340 CHF | 99.07% | 99.07% |
12.08.2024 | 0.06% | 17.26 CHF | 17.27 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'901'580 CHF | 3'903'830 CHF | 99.18% | 99.18% |
09.08.2024 | 0.06% | 17.24 CHF | 17.25 CHF | 225'000 | 225'000 | 224'953 | 224'953 | 3'872'160 CHF | 3'874'410 CHF | 99.60% | 99.60% |
08.08.2024 | 0.06% | 17.04 CHF | 17.05 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'732'230 CHF | 3'734'480 CHF | 99.51% | 99.51% |
07.08.2024 | 0.06% | 17.14 CHF | 17.15 CHF | 225'000 | 225'000 | 224'998 | 224'998 | 3'828'390 CHF | 3'830'640 CHF | 98.91% | 98.91% |
06.08.2024 | 0.06% | 16.70 CHF | 16.71 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'723'030 CHF | 3'725'280 CHF | 99.63% | 99.63% |
02.08.2024 | 0.06% | 17.08 CHF | 17.09 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'987'810 CHF | 3'990'060 CHF | 99.59% | 99.59% |
30.07.2024 | 0.05% | 18.68 CHF | 18.69 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'202'890 CHF | 4'205'140 CHF | 99.98% | 99.98% |
29.07.2024 | 0.05% | 18.59 CHF | 18.60 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'218'250 CHF | 4'220'500 CHF | 100.00% | 100.00% |
25.07.2024 | 0.06% | 18.17 CHF | 18.18 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'044'250 CHF | 4'046'500 CHF | 99.86% | 99.86% |