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% | 17.86 CHF | 17.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'394'420 CHF | 4'396'920 CHF | 99.99% | 99.99% |
12.08.2024 | 0.06% | 17.54 CHF | 17.55 CHF | 250'000 | 250'000 | 249'999 | 249'999 | 4'351'550 CHF | 4'354'050 CHF | 99.19% | 99.19% |
09.08.2024 | 0.06% | 17.13 CHF | 17.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'280'260 CHF | 4'282'760 CHF | 99.88% | 99.88% |
08.08.2024 | 0.06% | 16.78 CHF | 16.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'052'520 CHF | 4'055'020 CHF | 99.55% | 99.55% |
07.08.2024 | 0.06% | 17.06 CHF | 17.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'208'590 CHF | 4'211'090 CHF | 99.86% | 99.86% |
06.08.2024 | 0.06% | 16.41 CHF | 16.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'063'140 CHF | 4'065'640 CHF | 99.60% | 99.60% |
02.08.2024 | 0.06% | 16.86 CHF | 16.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'338'150 CHF | 4'340'650 CHF | 99.64% | 99.64% |
30.07.2024 | 0.05% | 18.31 CHF | 18.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'680'280 CHF | 4'682'780 CHF | 99.97% | 99.97% |
29.07.2024 | 0.05% | 18.63 CHF | 18.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'697'210 CHF | 4'699'710 CHF | 99.97% | 99.97% |
25.07.2024 | 0.05% | 18.61 CHF | 18.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'610'860 CHF | 4'613'360 CHF | 99.82% | 99.82% |