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% | 23.23 CHF | 23.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'750'160 CHF | 5'752'660 CHF | 99.98% | 99.98% |
12.07.2024 | 0.04% | 22.98 CHF | 22.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'662'020 CHF | 5'664'520 CHF | 100.00% | 100.00% |
11.07.2024 | 0.04% | 22.72 CHF | 22.73 CHF | 250'000 | 250'000 | 249'769 | 249'769 | 5'740'400 CHF | 5'742'900 CHF | 99.81% | 99.81% |
10.07.2024 | 0.04% | 22.71 CHF | 22.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'664'700 CHF | 5'667'200 CHF | 100.00% | 100.00% |
09.07.2024 | 0.04% | 22.61 CHF | 22.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'655'530 CHF | 5'658'030 CHF | 100.00% | 100.00% |
08.07.2024 | 0.04% | 22.51 CHF | 22.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'609'000 CHF | 5'611'500 CHF | 98.77% | 98.77% |
05.07.2024 | 0.04% | 22.35 CHF | 22.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'560'320 CHF | 5'562'820 CHF | 99.92% | 99.92% |
04.07.2024 | 0.04% | 22.24 CHF | 22.25 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 4'965'690 CHF | 4'967'920 CHF | 100.00% | 100.00% |
03.07.2024 | 0.05% | 22.17 CHF | 22.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'529'400 CHF | 5'531'900 CHF | 100.00% | 100.00% |
02.07.2024 | 0.05% | 21.86 CHF | 21.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'417'150 CHF | 5'419'650 CHF | 99.99% | 99.99% |