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% | 20.60 CHF | 20.61 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'546'830 CHF | 515'860 CHF | 93.80% | 93.80% |
12.07.2024 | 0.05% | 20.73 CHF | 20.74 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'522'340 CHF | 507'696 CHF | 78.03% | 78.03% |
11.07.2024 | 0.05% | 20.61 CHF | 20.62 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'615'220 CHF | 538'655 CHF | 98.49% | 98.49% |
10.07.2024 | 0.05% | 21.38 CHF | 21.39 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'591'300 CHF | 530'682 CHF | 97.01% | 97.01% |
09.07.2024 | 0.05% | 20.98 CHF | 20.99 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'553'280 CHF | 518'012 CHF | 99.22% | 99.22% |
08.07.2024 | 0.05% | 20.28 CHF | 20.29 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'498'600 CHF | 499'785 CHF | 99.21% | 99.21% |
05.07.2024 | 0.05% | 20.08 CHF | 20.09 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'521'960 CHF | 507'571 CHF | 99.19% | 99.19% |
04.07.2024 | 0.05% | 20.27 CHF | 20.28 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'519'780 CHF | 506'843 CHF | 99.23% | 99.23% |
03.07.2024 | 0.05% | 19.89 CHF | 19.90 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'445'920 CHF | 482'223 CHF | 99.20% | 99.20% |
02.07.2024 | 0.05% | 19.32 CHF | 19.33 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'460'160 CHF | 486'970 CHF | 99.15% | 99.15% |