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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.04% | 26.64 CHF | 26.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'603'120 CHF | 6'605'620 CHF | 99.96% | 99.96% |
12.07.2024 | 0.04% | 26.39 CHF | 26.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'515'460 CHF | 6'517'960 CHF | 99.93% | 99.93% |
11.07.2024 | 0.04% | 26.12 CHF | 26.13 CHF | 250'000 | 250'000 | 249'766 | 249'766 | 6'593'890 CHF | 6'596'390 CHF | 99.86% | 99.86% |
10.07.2024 | 0.04% | 26.14 CHF | 26.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'520'260 CHF | 6'522'760 CHF | 100.00% | 100.00% |
09.07.2024 | 0.04% | 26.03 CHF | 26.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'510'770 CHF | 6'513'270 CHF | 99.98% | 99.98% |
08.07.2024 | 0.04% | 25.92 CHF | 25.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'462'090 CHF | 6'464'590 CHF | 98.73% | 98.73% |
05.07.2024 | 0.04% | 25.77 CHF | 25.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'415'170 CHF | 6'417'670 CHF | 99.92% | 99.92% |
04.07.2024 | 0.04% | 25.66 CHF | 25.67 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 5'728'800 CHF | 5'731'030 CHF | 100.00% | 100.00% |
03.07.2024 | 0.04% | 25.60 CHF | 25.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'387'850 CHF | 6'390'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.04% | 25.29 CHF | 25.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'276'680 CHF | 6'279'180 CHF | 99.99% | 99.99% |