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 | 0.06% | 17.04 CHF | 17.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'680'960 CHF | 1'681'960 CHF | 99.74% | 99.74% |
12.07.2024 | 0.06% | 16.98 CHF | 16.99 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 1'685'390 CHF | 1'686'390 CHF | 98.91% | 98.91% |
11.07.2024 | 0.09% | 17.61 CHF | 17.62 CHF | 100'000 | 100'000 | 95'265 | 95'265 | 1'641'120 CHF | 1'642'190 CHF | 97.02% | 97.02% |
10.07.2024 | 0.06% | 17.05 CHF | 17.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'710'180 CHF | 1'711'180 CHF | 99.97% | 99.97% |
09.07.2024 | 0.06% | 16.81 CHF | 16.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'711'710 CHF | 1'712'710 CHF | 99.92% | 99.92% |
08.07.2024 | 0.06% | 17.12 CHF | 17.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'710'860 CHF | 1'711'860 CHF | 99.98% | 99.98% |
05.07.2024 | 0.06% | 17.28 CHF | 17.29 CHF | 100'000 | 100'000 | 99'967 | 99'967 | 1'685'520 CHF | 1'686'520 CHF | 97.20% | 97.20% |
04.07.2024 | 0.06% | 16.64 CHF | 16.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'662'130 CHF | 1'663'130 CHF | 97.88% | 97.88% |
03.07.2024 | 0.06% | 16.76 CHF | 16.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'654'580 CHF | 1'655'580 CHF | 99.46% | 99.46% |
02.07.2024 | 0.06% | 16.07 CHF | 16.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'581'300 CHF | 1'582'300 CHF | 99.92% | 99.92% |