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% | 15.85 CHF | 15.86 CHF | 225'000 | 225'000 | 228'691 | 228'691 | 3'608'970 CHF | 3'611'250 CHF | 99.19% | 99.19% |
12.08.2024 | 0.06% | 15.83 CHF | 15.84 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'577'950 CHF | 3'580'200 CHF | 99.18% | 99.18% |
09.08.2024 | 0.06% | 15.81 CHF | 15.82 CHF | 225'000 | 225'000 | 228'289 | 228'289 | 3'602'410 CHF | 3'604'690 CHF | 99.61% | 99.61% |
08.08.2024 | 0.07% | 15.61 CHF | 15.62 CHF | 450'000 | 450'000 | 425'104 | 425'104 | 6'434'400 CHF | 6'438'650 CHF | 99.72% | 99.72% |
07.08.2024 | 0.06% | 15.71 CHF | 15.72 CHF | 225'000 | 225'000 | 356'514 | 356'514 | 5'550'780 CHF | 5'554'340 CHF | 98.88% | 98.88% |
06.08.2024 | 0.07% | 15.29 CHF | 15.30 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'811'250 CHF | 6'815'750 CHF | 99.43% | 99.43% |
02.08.2024 | 0.06% | 15.66 CHF | 15.67 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'665'290 CHF | 3'667'540 CHF | 99.22% | 99.22% |
30.07.2024 | 0.06% | 17.22 CHF | 17.23 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'873'750 CHF | 3'876'000 CHF | 99.96% | 99.96% |
29.07.2024 | 0.06% | 17.12 CHF | 17.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'889'530 CHF | 3'891'780 CHF | 99.88% | 99.88% |
25.07.2024 | 0.06% | 16.72 CHF | 16.73 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'717'910 CHF | 3'720'160 CHF | 99.88% | 99.88% |