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% | 24.34 CHF | 24.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'028'840 CHF | 6'031'340 CHF | 99.99% | 99.99% |
12.07.2024 | 0.04% | 24.09 CHF | 24.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'940'880 CHF | 5'943'380 CHF | 99.93% | 99.93% |
11.07.2024 | 0.04% | 23.83 CHF | 23.84 CHF | 250'000 | 250'000 | 249'770 | 249'770 | 6'019'280 CHF | 6'021'780 CHF | 99.82% | 99.82% |
10.07.2024 | 0.04% | 23.83 CHF | 23.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'944'230 CHF | 5'946'730 CHF | 100.00% | 100.00% |
09.07.2024 | 0.04% | 23.73 CHF | 23.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'935'000 CHF | 5'937'500 CHF | 99.99% | 99.99% |
08.07.2024 | 0.04% | 23.62 CHF | 23.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'887'760 CHF | 5'890'260 CHF | 98.77% | 98.77% |
05.07.2024 | 0.04% | 23.47 CHF | 23.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'839'550 CHF | 5'842'050 CHF | 99.92% | 99.92% |
04.07.2024 | 0.04% | 23.36 CHF | 23.37 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 5'215'060 CHF | 5'217'290 CHF | 100.00% | 100.00% |
03.07.2024 | 0.04% | 23.29 CHF | 23.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'809'910 CHF | 5'812'410 CHF | 100.00% | 100.00% |
02.07.2024 | 0.04% | 22.98 CHF | 22.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'697'990 CHF | 5'700'490 CHF | 99.96% | 99.96% |