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 | 0.70% | 17.54 CHF | 17.66 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 220'612 CHF | 222'160 CHF | 99.66% | 99.66% |
12.07.2024 | 0.70% | 17.71 CHF | 17.83 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 220'236 CHF | 221'783 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 17.70 CHF | 17.82 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 220'269 CHF | 221'817 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 17.62 CHF | 17.74 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 219'365 CHF | 220'904 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 17.56 CHF | 17.68 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 220'739 CHF | 222'291 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 17.59 CHF | 17.71 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 220'381 CHF | 221'932 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 17.58 CHF | 17.70 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 220'341 CHF | 221'890 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 17.52 CHF | 17.65 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 218'658 CHF | 220'195 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 17.39 CHF | 17.52 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 217'024 CHF | 218'549 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 17.17 CHF | 17.29 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 213'642 CHF | 215'143 CHF | 100.00% | 100.00% |