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% | 20.35 CHF | 20.36 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'493'370 CHF | 498'041 CHF | 78.02% | 78.02% |
11.07.2024 | 0.05% | 20.22 CHF | 20.23 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'586'230 CHF | 528'993 CHF | 98.50% | 98.50% |
10.07.2024 | 0.05% | 20.99 CHF | 21.00 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'562'260 CHF | 521'005 CHF | 97.02% | 97.02% |
09.07.2024 | 0.05% | 20.59 CHF | 20.60 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'524'260 CHF | 508'335 CHF | 99.22% | 99.22% |
08.07.2024 | 0.05% | 19.89 CHF | 19.90 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'469'670 CHF | 490'139 CHF | 99.21% | 99.21% |
05.07.2024 | 0.05% | 19.70 CHF | 19.71 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'492'940 CHF | 497'898 CHF | 99.18% | 99.18% |
04.07.2024 | 0.05% | 19.89 CHF | 19.90 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'490'710 CHF | 497'152 CHF | 99.23% | 99.23% |
03.07.2024 | 0.05% | 19.50 CHF | 19.51 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'416'820 CHF | 472'523 CHF | 99.21% | 99.21% |
02.07.2024 | 0.05% | 18.93 CHF | 18.94 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'431'010 CHF | 477'254 CHF | 99.16% | 99.16% |
01.07.2024 | 0.05% | 19.14 CHF | 19.15 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'421'740 CHF | 474'162 CHF | 94.30% | 94.30% |