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% | 27.78 CHF | 27.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'887'320 CHF | 6'889'820 CHF | 100.00% | 100.00% |
12.07.2024 | 0.04% | 27.52 CHF | 27.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'799'700 CHF | 6'802'200 CHF | 99.93% | 99.93% |
11.07.2024 | 0.04% | 27.26 CHF | 27.27 CHF | 250'000 | 250'000 | 249'773 | 249'773 | 6'878'370 CHF | 6'880'870 CHF | 99.89% | 99.89% |
10.07.2024 | 0.04% | 27.28 CHF | 27.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'805'250 CHF | 6'807'750 CHF | 100.00% | 100.00% |
09.07.2024 | 0.04% | 27.17 CHF | 27.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'795'660 CHF | 6'798'160 CHF | 100.00% | 100.00% |
08.07.2024 | 0.04% | 27.06 CHF | 27.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'746'240 CHF | 6'748'740 CHF | 98.75% | 98.75% |
05.07.2024 | 0.04% | 26.91 CHF | 26.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'699'890 CHF | 6'702'390 CHF | 99.92% | 99.92% |
04.07.2024 | 0.04% | 26.80 CHF | 26.81 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 5'983'030 CHF | 5'985'260 CHF | 100.00% | 100.00% |
03.07.2024 | 0.04% | 26.74 CHF | 26.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'673'820 CHF | 6'676'320 CHF | 100.00% | 100.00% |
02.07.2024 | 0.04% | 26.44 CHF | 26.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'563'050 CHF | 6'565'550 CHF | 99.97% | 99.97% |