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% | 25.48 CHF | 25.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'313'360 CHF | 6'315'860 CHF | 99.98% | 99.98% |
12.07.2024 | 0.04% | 25.23 CHF | 25.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'225'530 CHF | 6'228'030 CHF | 99.93% | 99.93% |
11.07.2024 | 0.04% | 24.97 CHF | 24.98 CHF | 250'000 | 250'000 | 249'766 | 249'766 | 6'303'970 CHF | 6'306'470 CHF | 99.85% | 99.85% |
10.07.2024 | 0.04% | 24.98 CHF | 24.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'229'620 CHF | 6'232'120 CHF | 100.00% | 100.00% |
09.07.2024 | 0.04% | 24.87 CHF | 24.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'220'240 CHF | 6'222'740 CHF | 100.00% | 100.00% |
08.07.2024 | 0.04% | 24.76 CHF | 24.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'172'270 CHF | 6'174'770 CHF | 98.77% | 98.77% |
05.07.2024 | 0.04% | 24.61 CHF | 24.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'124'720 CHF | 6'127'220 CHF | 99.92% | 99.92% |
04.07.2024 | 0.04% | 24.50 CHF | 24.51 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 5'469'590 CHF | 5'471'820 CHF | 100.00% | 100.00% |
03.07.2024 | 0.04% | 24.43 CHF | 24.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'096'260 CHF | 6'098'760 CHF | 100.00% | 100.00% |
02.07.2024 | 0.04% | 24.13 CHF | 24.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'984'710 CHF | 5'987'210 CHF | 99.97% | 99.97% |