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% | 18.30 CHF | 18.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'505'330 CHF | 4'507'830 CHF | 99.99% | 99.99% |
12.08.2024 | 0.06% | 17.99 CHF | 18.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'462'720 CHF | 4'465'220 CHF | 99.16% | 99.16% |
09.08.2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'390'850 CHF | 4'393'350 CHF | 99.87% | 99.87% |
08.08.2024 | 0.06% | 17.22 CHF | 17.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'162'570 CHF | 4'165'070 CHF | 99.65% | 99.65% |
07.08.2024 | 0.06% | 17.50 CHF | 17.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'318'640 CHF | 4'321'140 CHF | 99.91% | 99.91% |
06.08.2024 | 0.06% | 16.85 CHF | 16.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'172'250 CHF | 4'174'750 CHF | 99.60% | 99.60% |
02.08.2024 | 0.06% | 17.30 CHF | 17.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'449'000 CHF | 4'451'500 CHF | 99.66% | 99.66% |
30.07.2024 | 0.05% | 18.76 CHF | 18.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'793'290 CHF | 4'795'790 CHF | 99.99% | 99.99% |
29.07.2024 | 0.05% | 19.08 CHF | 19.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'810'100 CHF | 4'812'600 CHF | 99.99% | 99.99% |
25.07.2024 | 0.05% | 19.06 CHF | 19.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'722'890 CHF | 4'725'390 CHF | 99.85% | 99.85% |