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% | 20.67 CHF | 20.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'098'530 CHF | 5'101'030 CHF | 99.99% | 99.99% |
12.08.2024 | 0.05% | 20.36 CHF | 20.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'057'110 CHF | 5'059'610 CHF | 99.16% | 99.16% |
09.08.2024 | 0.05% | 19.93 CHF | 19.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'982'180 CHF | 4'984'680 CHF | 99.90% | 99.90% |
08.08.2024 | 0.05% | 19.58 CHF | 19.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'750'400 CHF | 4'752'900 CHF | 99.55% | 99.55% |
07.08.2024 | 0.05% | 19.87 CHF | 19.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'907'120 CHF | 4'909'620 CHF | 99.91% | 99.91% |
06.08.2024 | 0.05% | 19.18 CHF | 19.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'755'600 CHF | 4'758'100 CHF | 99.69% | 99.69% |
02.08.2024 | 0.05% | 19.64 CHF | 19.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'041'710 CHF | 5'044'210 CHF | 99.50% | 99.50% |
30.07.2024 | 0.05% | 21.18 CHF | 21.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'397'520 CHF | 5'400'020 CHF | 100.00% | 100.00% |
29.07.2024 | 0.05% | 21.49 CHF | 21.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'413'640 CHF | 5'416'140 CHF | 99.99% | 99.99% |
25.07.2024 | 0.05% | 21.46 CHF | 21.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'322'180 CHF | 5'324'680 CHF | 99.82% | 99.82% |