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% | 29.49 CHF | 29.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'657'560 CHF | 3'658'810 CHF | 100.00% | 100.00% |
12.07.2024 | 0.03% | 29.23 CHF | 29.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'613'890 CHF | 3'615'140 CHF | 99.93% | 99.93% |
11.07.2024 | 0.03% | 28.97 CHF | 28.98 CHF | 125'000 | 125'000 | 124'888 | 124'888 | 3'653'350 CHF | 3'654'600 CHF | 99.85% | 99.85% |
10.07.2024 | 0.03% | 29.00 CHF | 29.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'617'180 CHF | 3'618'430 CHF | 100.00% | 100.00% |
09.07.2024 | 0.03% | 28.88 CHF | 28.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'612'330 CHF | 3'613'580 CHF | 99.99% | 99.99% |
08.07.2024 | 0.03% | 28.77 CHF | 28.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'587'050 CHF | 3'588'300 CHF | 98.76% | 98.76% |
05.07.2024 | 0.04% | 28.62 CHF | 28.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'564'330 CHF | 3'565'580 CHF | 99.91% | 99.91% |
04.07.2024 | 0.03% | 28.52 CHF | 28.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'572'080 CHF | 3'573'330 CHF | 100.00% | 100.00% |
03.07.2024 | 0.04% | 28.46 CHF | 28.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'552'190 CHF | 3'553'440 CHF | 100.00% | 100.00% |
02.07.2024 | 0.04% | 28.16 CHF | 28.17 CHF | 125'000 | 125'000 | 223'237 | 223'237 | 6'241'420 CHF | 6'243'660 CHF | 99.98% | 99.98% |