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 | 0.05% | 18.76 CHF | 18.77 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'909'450 CHF | 6'913'200 CHF | 95.39% | 95.39% |
11.07.2024 | 0.06% | 18.28 CHF | 18.29 CHF | 375'000 | 375'000 | 367'936 | 367'936 | 6'671'140 CHF | 6'674'860 CHF | 99.66% | 99.66% |
10.07.2024 | 0.06% | 18.02 CHF | 18.03 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'695'010 CHF | 6'698'760 CHF | 100.00% | 100.00% |
09.07.2024 | 0.06% | 17.62 CHF | 17.63 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'710'340 CHF | 6'714'090 CHF | 99.99% | 99.99% |
08.07.2024 | 0.05% | 18.13 CHF | 18.14 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'837'070 CHF | 6'840'820 CHF | 100.00% | 100.00% |
05.07.2024 | 0.05% | 18.12 CHF | 18.13 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'873'820 CHF | 6'877'570 CHF | 99.81% | 99.81% |
04.07.2024 | 0.06% | 18.12 CHF | 18.13 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'775'340 CHF | 6'779'090 CHF | 99.94% | 99.94% |
03.07.2024 | 0.06% | 17.98 CHF | 17.99 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'689'950 CHF | 6'693'700 CHF | 100.00% | 100.00% |
02.07.2024 | 0.06% | 17.49 CHF | 17.50 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'525'630 CHF | 6'529'380 CHF | 99.99% | 99.99% |
01.07.2024 | 0.06% | 17.81 CHF | 17.82 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'669'550 CHF | 6'673'300 CHF | 99.99% | 99.99% |