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% | 19.81 CHF | 19.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'895'280 CHF | 4'897'780 CHF | 99.97% | 99.97% |
12.07.2024 | 0.05% | 19.56 CHF | 19.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'806'850 CHF | 4'809'350 CHF | 99.93% | 99.93% |
11.07.2024 | 0.05% | 19.30 CHF | 19.31 CHF | 250'000 | 250'000 | 249'767 | 249'767 | 4'884'940 CHF | 4'887'440 CHF | 99.83% | 99.83% |
10.07.2024 | 0.05% | 19.28 CHF | 19.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'807'220 CHF | 4'809'720 CHF | 100.00% | 100.00% |
09.07.2024 | 0.05% | 19.18 CHF | 19.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'798'420 CHF | 4'800'920 CHF | 99.99% | 99.99% |
08.07.2024 | 0.05% | 19.08 CHF | 19.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'754'120 CHF | 4'756'620 CHF | 98.75% | 98.75% |
05.07.2024 | 0.05% | 18.93 CHF | 18.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'703'550 CHF | 4'706'050 CHF | 99.91% | 99.91% |
04.07.2024 | 0.05% | 18.81 CHF | 18.82 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 4'200'890 CHF | 4'203'120 CHF | 100.00% | 100.00% |
03.07.2024 | 0.05% | 18.74 CHF | 18.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'669'050 CHF | 4'671'550 CHF | 100.00% | 100.00% |
02.07.2024 | 0.05% | 18.41 CHF | 18.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'555'660 CHF | 4'558'160 CHF | 99.97% | 99.97% |