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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,05% | 20,92 CHF | 20,93 CHF | 250 000 | 250 000 | 249 947 | 249 947 | 5 190 330 CHF | 5 192 830 CHF | 99,99% | 99,99% |
15/07/2024 | 0,05% | 20,97 CHF | 20,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 184 800 CHF | 5 187 300 CHF | 99,99% | 99,99% |
12/07/2024 | 0,05% | 20,72 CHF | 20,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 096 440 CHF | 5 098 940 CHF | 99,93% | 99,93% |
11/07/2024 | 0,05% | 20,46 CHF | 20,47 CHF | 250 000 | 250 000 | 249 765 | 249 765 | 5 174 500 CHF | 5 177 000 CHF | 99,87% | 99,87% |
10/07/2024 | 0,05% | 20,44 CHF | 20,45 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 097 560 CHF | 5 100 060 CHF | 100,00% | 100,00% |
09/07/2024 | 0,05% | 20,34 CHF | 20,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 088 660 CHF | 5 091 160 CHF | 99,99% | 99,99% |
08/07/2024 | 0,05% | 20,24 CHF | 20,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 5 043 650 CHF | 5 046 150 CHF | 98,70% | 98,70% |
05/07/2024 | 0,05% | 20,09 CHF | 20,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 993 640 CHF | 4 996 140 CHF | 99,91% | 99,91% |
04/07/2024 | 0,05% | 19,97 CHF | 19,98 CHF | 125 000 | 125 000 | 222 700 | 222 700 | 4 459 940 CHF | 4 462 160 CHF | 100,00% | 100,00% |
03/07/2024 | 0,05% | 19,90 CHF | 19,91 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 4 960 440 CHF | 4 962 940 CHF | 100,00% | 100,00% |