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% | 15.63 CHF | 15.64 CHF | 225'000 | 225'000 | 353'982 | 353'982 | 5'504'160 CHF | 5'507'700 CHF | 99.05% | 99.05% |
12.08.2024 | 0.06% | 15.61 CHF | 15.62 CHF | 225'000 | 225'000 | 241'869 | 241'869 | 3'790'520 CHF | 3'792'940 CHF | 99.17% | 99.17% |
09.08.2024 | 0.06% | 15.59 CHF | 15.60 CHF | 225'000 | 225'000 | 352'285 | 352'285 | 5'477'010 CHF | 5'480'530 CHF | 99.62% | 99.62% |
08.08.2024 | 0.07% | 15.39 CHF | 15.40 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'726'560 CHF | 6'731'060 CHF | 99.73% | 99.73% |
07.08.2024 | 0.07% | 15.49 CHF | 15.50 CHF | 450'000 | 450'000 | 449'821 | 449'821 | 6'915'460 CHF | 6'919'950 CHF | 98.84% | 98.84% |
06.08.2024 | 0.07% | 15.07 CHF | 15.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 6'713'900 CHF | 6'718'400 CHF | 99.85% | 99.85% |
02.08.2024 | 0.06% | 15.45 CHF | 15.46 CHF | 450'000 | 450'000 | 236'464 | 236'464 | 3'793'500 CHF | 3'795'870 CHF | 99.74% | 99.74% |
30.07.2024 | 0.06% | 17.00 CHF | 17.01 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'823'690 CHF | 3'825'940 CHF | 99.98% | 99.98% |
29.07.2024 | 0.06% | 16.90 CHF | 16.91 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'839'490 CHF | 3'841'740 CHF | 99.99% | 99.99% |
25.07.2024 | 0.06% | 16.50 CHF | 16.51 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 3'668'200 CHF | 3'670'450 CHF | 99.88% | 99.88% |