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% | 16.74 CHF | 16.75 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'153'690 CHF | 6'157'440 CHF | 95.39% | 95.39% |
11.07.2024 | 0.07% | 16.27 CHF | 16.28 CHF | 375'000 | 375'000 | 367'959 | 367'959 | 5'931'030 CHF | 5'934'750 CHF | 99.60% | 99.60% |
10.07.2024 | 0.06% | 16.00 CHF | 16.01 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'941'890 CHF | 5'945'640 CHF | 100.00% | 100.00% |
09.07.2024 | 0.06% | 15.61 CHF | 15.62 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'957'640 CHF | 5'961'390 CHF | 99.98% | 99.98% |
08.07.2024 | 0.06% | 16.12 CHF | 16.13 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'085'040 CHF | 6'088'790 CHF | 100.00% | 100.00% |
05.07.2024 | 0.06% | 16.11 CHF | 16.12 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'120'990 CHF | 6'124'740 CHF | 99.79% | 99.79% |
04.07.2024 | 0.06% | 16.11 CHF | 16.12 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 6'022'670 CHF | 6'026'420 CHF | 99.93% | 99.93% |
03.07.2024 | 0.06% | 15.97 CHF | 15.98 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'937'600 CHF | 5'941'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.06% | 15.49 CHF | 15.50 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'775'560 CHF | 5'779'310 CHF | 100.00% | 100.00% |
01.07.2024 | 0.06% | 15.81 CHF | 15.82 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'919'940 CHF | 5'923'690 CHF | 99.99% | 99.99% |