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% | 17.42 CHF | 17.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'284'940 CHF | 4'287'440 CHF | 99.98% | 99.98% |
12.08.2024 | 0.06% | 17.10 CHF | 17.11 CHF | 250'000 | 250'000 | 249'999 | 249'999 | 4'241'890 CHF | 4'244'390 CHF | 99.20% | 99.20% |
09.08.2024 | 0.06% | 16.69 CHF | 16.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'171'160 CHF | 4'173'660 CHF | 99.91% | 99.91% |
08.08.2024 | 0.06% | 16.34 CHF | 16.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'944'110 CHF | 3'946'610 CHF | 99.59% | 99.59% |
07.08.2024 | 0.06% | 16.62 CHF | 16.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'100'000 CHF | 4'102'500 CHF | 99.90% | 99.90% |
06.08.2024 | 0.06% | 15.98 CHF | 15.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'955'480 CHF | 3'957'980 CHF | 99.61% | 99.61% |
02.08.2024 | 0.06% | 16.43 CHF | 16.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'228'850 CHF | 4'231'350 CHF | 99.66% | 99.66% |
30.07.2024 | 0.05% | 17.86 CHF | 17.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'568'830 CHF | 4'571'330 CHF | 99.97% | 99.97% |
29.07.2024 | 0.05% | 18.18 CHF | 18.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'585'860 CHF | 4'588'360 CHF | 99.98% | 99.98% |
25.07.2024 | 0.06% | 18.17 CHF | 18.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'500'270 CHF | 4'502'770 CHF | 99.83% | 99.83% |