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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.06% | 17.22 CHF | 17.23 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'331'750 CHF | 6'335'500 CHF | 95.40% | 95.40% |
11.07.2024 | 0.07% | 16.74 CHF | 16.75 CHF | 375'000 | 375'000 | 367'916 | 367'916 | 6'104'810 CHF | 6'108'530 CHF | 99.67% | 99.67% |
10.07.2024 | 0.06% | 16.48 CHF | 16.49 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'119'340 CHF | 6'123'100 CHF | 100.00% | 100.00% |
09.07.2024 | 0.06% | 16.08 CHF | 16.09 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'134'970 CHF | 6'138'720 CHF | 99.98% | 99.98% |
08.07.2024 | 0.06% | 16.60 CHF | 16.61 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'262'270 CHF | 6'266'020 CHF | 100.00% | 100.00% |
05.07.2024 | 0.06% | 16.58 CHF | 16.59 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'298'330 CHF | 6'302'080 CHF | 99.81% | 99.81% |
04.07.2024 | 0.06% | 16.58 CHF | 16.59 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'200'000 CHF | 6'203'750 CHF | 99.94% | 99.94% |
03.07.2024 | 0.06% | 16.44 CHF | 16.45 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'114'810 CHF | 6'118'560 CHF | 100.00% | 100.00% |
02.07.2024 | 0.06% | 15.96 CHF | 15.97 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'952'240 CHF | 5'955'990 CHF | 99.99% | 99.99% |
01.07.2024 | 0.06% | 16.28 CHF | 16.29 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'096'520 CHF | 6'100'270 CHF | 99.99% | 99.99% |