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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.05% | 20.85 CHF | 20.86 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'531'370 CHF | 510'705 CHF | 78.03% | 78.03% |
11.07.2024 | 0.05% | 20.73 CHF | 20.74 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'624'250 CHF | 541'668 CHF | 98.49% | 98.49% |
10.07.2024 | 0.05% | 21.50 CHF | 21.51 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'600'340 CHF | 533'696 CHF | 97.01% | 97.01% |
09.07.2024 | 0.05% | 21.10 CHF | 21.11 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'562'320 CHF | 521'022 CHF | 99.20% | 99.20% |
08.07.2024 | 0.05% | 20.40 CHF | 20.41 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'507'630 CHF | 502'793 CHF | 99.21% | 99.21% |
05.07.2024 | 0.05% | 20.20 CHF | 20.21 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'531'000 CHF | 510'583 CHF | 99.18% | 99.18% |
04.07.2024 | 0.05% | 20.39 CHF | 20.40 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'528'840 CHF | 509'863 CHF | 99.23% | 99.23% |
03.07.2024 | 0.05% | 20.01 CHF | 20.02 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'455'000 CHF | 485'251 CHF | 99.22% | 99.22% |
02.07.2024 | 0.05% | 19.44 CHF | 19.45 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'469'230 CHF | 489'994 CHF | 99.14% | 99.14% |
01.07.2024 | 0.05% | 19.65 CHF | 19.66 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'459'860 CHF | 486'869 CHF | 94.31% | 94.31% |