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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,05% | 20,32 CHF | 20,33 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 948 570 CHF | 4 951 070 CHF | 99,98% | 99,98% |
14/08/2024 | 0,05% | 19,43 CHF | 19,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 854 240 CHF | 4 856 740 CHF | 98,55% | 98,55% |
13/08/2024 | 0,05% | 19,23 CHF | 19,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 739 460 CHF | 4 741 960 CHF | 100,00% | 100,00% |
12/08/2024 | 0,05% | 18,92 CHF | 18,93 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 697 320 CHF | 4 699 820 CHF | 99,17% | 99,17% |
09/08/2024 | 0,05% | 18,50 CHF | 18,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 624 220 CHF | 4 626 720 CHF | 99,91% | 99,91% |
08/08/2024 | 0,06% | 18,15 CHF | 18,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 394 640 CHF | 4 397 140 CHF | 99,72% | 99,72% |
07/08/2024 | 0,05% | 18,44 CHF | 18,45 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 550 900 CHF | 4 553 400 CHF | 99,91% | 99,91% |
06/08/2024 | 0,06% | 17,77 CHF | 17,78 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 402 500 CHF | 4 405 000 CHF | 99,57% | 99,57% |
02/08/2024 | 0,05% | 18,23 CHF | 18,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 682 870 CHF | 4 685 370 CHF | 99,62% | 99,62% |
30/07/2024 | 0,05% | 19,72 CHF | 19,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 031 800 CHF | 5 034 300 CHF | 99,96% | 99,96% |