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 | 0.05% | 20.97 CHF | 20.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'184'800 CHF | 5'187'300 CHF | 99.99% | 99.99% |
12.07.2024 | 0.05% | 20.72 CHF | 20.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'096'440 CHF | 5'098'940 CHF | 99.93% | 99.93% |
11.07.2024 | 0.05% | 20.46 CHF | 20.47 CHF | 250'000 | 250'000 | 249'765 | 249'765 | 5'174'500 CHF | 5'177'000 CHF | 99.87% | 99.87% |
10.07.2024 | 0.05% | 20.44 CHF | 20.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'097'560 CHF | 5'100'060 CHF | 100.00% | 100.00% |
09.07.2024 | 0.05% | 20.34 CHF | 20.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'088'660 CHF | 5'091'160 CHF | 99.99% | 99.99% |
08.07.2024 | 0.05% | 20.24 CHF | 20.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'043'650 CHF | 5'046'150 CHF | 98.70% | 98.70% |
05.07.2024 | 0.05% | 20.09 CHF | 20.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'993'640 CHF | 4'996'140 CHF | 99.91% | 99.91% |
04.07.2024 | 0.05% | 19.97 CHF | 19.98 CHF | 125'000 | 125'000 | 222'700 | 222'700 | 4'459'940 CHF | 4'462'160 CHF | 100.00% | 100.00% |
03.07.2024 | 0.05% | 19.90 CHF | 19.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'960'440 CHF | 4'962'940 CHF | 100.00% | 100.00% |
02.07.2024 | 0.05% | 19.58 CHF | 19.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'847'380 CHF | 4'849'880 CHF | 99.98% | 99.98% |