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% | 20,03 CHF | 20,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 875 350 CHF | 4 877 850 CHF | 99,95% | 99,95% |
14/08/2024 | 0,05% | 19,14 CHF | 19,15 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 781 510 CHF | 4 784 010 CHF | 98,43% | 98,43% |
13/08/2024 | 0,05% | 18,94 CHF | 18,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 666 460 CHF | 4 668 960 CHF | 100,00% | 100,00% |
12/08/2024 | 0,05% | 18,63 CHF | 18,64 CHF | 250 000 | 250 000 | 249 999 | 249 999 | 4 624 130 CHF | 4 626 630 CHF | 99,19% | 99,19% |
09/08/2024 | 0,05% | 18,21 CHF | 18,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 551 450 CHF | 4 553 950 CHF | 99,93% | 99,93% |
08/08/2024 | 0,06% | 17,86 CHF | 17,87 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 322 230 CHF | 4 324 730 CHF | 99,71% | 99,71% |
07/08/2024 | 0,06% | 18,15 CHF | 18,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 478 550 CHF | 4 481 050 CHF | 99,91% | 99,91% |
06/08/2024 | 0,06% | 17,48 CHF | 17,49 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 330 850 CHF | 4 333 350 CHF | 99,62% | 99,62% |
02/08/2024 | 0,05% | 17,93 CHF | 17,94 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 609 970 CHF | 4 612 470 CHF | 99,50% | 99,50% |
30/07/2024 | 0,05% | 19,42 CHF | 19,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 957 260 CHF | 4 959 760 CHF | 99,98% | 99,98% |