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 | 0.05% | 18.45 CHF | 18.46 CHF | 225'000 | 225'000 | 224'990 | 224'990 | 4'137'080 CHF | 4'139'330 CHF | 99.05% | 99.05% |
12.08.2024 | 0.05% | 18.43 CHF | 18.44 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'165'130 CHF | 4'167'380 CHF | 99.16% | 99.16% |
09.08.2024 | 0.05% | 18.41 CHF | 18.42 CHF | 225'000 | 225'000 | 224'960 | 224'960 | 4'134'420 CHF | 4'136'670 CHF | 99.61% | 99.61% |
08.08.2024 | 0.06% | 18.21 CHF | 18.22 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'992'900 CHF | 3'995'150 CHF | 99.55% | 99.55% |
07.08.2024 | 0.06% | 18.31 CHF | 18.32 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'089'350 CHF | 4'091'600 CHF | 98.89% | 98.89% |
06.08.2024 | 0.06% | 17.85 CHF | 17.86 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'981'740 CHF | 3'983'990 CHF | 99.69% | 99.69% |
02.08.2024 | 0.05% | 18.24 CHF | 18.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'250'520 CHF | 4'252'770 CHF | 99.56% | 99.56% |
30.07.2024 | 0.05% | 19.87 CHF | 19.88 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'470'800 CHF | 4'473'050 CHF | 99.99% | 99.99% |
29.07.2024 | 0.05% | 19.78 CHF | 19.79 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'485'890 CHF | 4'488'140 CHF | 100.00% | 100.00% |
25.07.2024 | 0.05% | 19.35 CHF | 19.36 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 4'309'950 CHF | 4'312'200 CHF | 99.78% | 99.78% |