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% | 18.70 CHF | 18.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'617'570 CHF | 4'620'070 CHF | 99.98% | 99.98% |
12.07.2024 | 0.06% | 18.45 CHF | 18.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'529'050 CHF | 4'531'550 CHF | 99.93% | 99.93% |
11.07.2024 | 0.05% | 18.19 CHF | 18.20 CHF | 250'000 | 250'000 | 249'764 | 249'764 | 4'607'040 CHF | 4'609'540 CHF | 99.84% | 99.84% |
10.07.2024 | 0.06% | 18.16 CHF | 18.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'528'660 CHF | 4'531'160 CHF | 100.00% | 100.00% |
09.07.2024 | 0.06% | 18.06 CHF | 18.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'520'030 CHF | 4'522'530 CHF | 100.00% | 100.00% |
08.07.2024 | 0.06% | 17.97 CHF | 17.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'476'470 CHF | 4'478'970 CHF | 98.73% | 98.73% |
05.07.2024 | 0.06% | 17.81 CHF | 17.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'425'290 CHF | 4'427'790 CHF | 99.92% | 99.92% |
04.07.2024 | 0.06% | 17.69 CHF | 17.70 CHF | 125'000 | 125'000 | 222'699 | 222'699 | 3'952'470 CHF | 3'954'690 CHF | 100.00% | 100.00% |
03.07.2024 | 0.06% | 17.62 CHF | 17.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'389'590 CHF | 4'392'090 CHF | 100.00% | 100.00% |
02.07.2024 | 0.06% | 17.29 CHF | 17.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'275'870 CHF | 4'278'370 CHF | 99.99% | 99.99% |