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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.06% | 15.68 CHF | 15.69 CHF | 75'300 | 75'300 | 75'300 | 75'300 | 1'163'370 CHF | 1'164'130 CHF | 99.69% | 99.69% |
24.07.2024 | 0.06% | 16.54 CHF | 16.55 CHF | 72'900 | 72'900 | 72'900 | 72'900 | 1'208'930 CHF | 1'209'660 CHF | 99.81% | 99.81% |
23.07.2024 | 0.06% | 17.16 CHF | 17.17 CHF | 72'400 | 72'400 | 72'400 | 72'400 | 1'251'370 CHF | 1'252'100 CHF | 100.00% | 100.00% |
22.07.2024 | 0.06% | 17.43 CHF | 17.44 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 1'308'130 CHF | 1'308'890 CHF | 99.96% | 99.96% |
19.07.2024 | 0.06% | 16.33 CHF | 16.34 CHF | 73'600 | 73'600 | 73'600 | 73'600 | 1'219'420 CHF | 1'220'160 CHF | 99.92% | 99.92% |
18.07.2024 | 0.06% | 17.13 CHF | 17.14 CHF | 71'000 | 71'000 | 71'000 | 71'000 | 1'224'620 CHF | 1'225'330 CHF | 99.97% | 99.97% |
17.07.2024 | 0.06% | 17.70 CHF | 17.71 CHF | 73'100 | 73'100 | 72'849 | 72'849 | 1'270'320 CHF | 1'271'060 CHF | 99.93% | 99.93% |
16.07.2024 | 0.06% | 17.18 CHF | 17.19 CHF | 72'500 | 72'500 | 72'484 | 72'484 | 1'218'900 CHF | 1'219'630 CHF | 99.98% | 99.98% |
15.07.2024 | 0.06% | 17.39 CHF | 17.40 CHF | 69'900 | 69'900 | 69'900 | 69'900 | 1'261'180 CHF | 1'261'880 CHF | 99.98% | 99.98% |
12.07.2024 | 0.06% | 18.12 CHF | 18.13 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 1'294'060 CHF | 1'294'790 CHF | 99.99% | 99.99% |