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% | 16.27 CHF | 16.28 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'975'810 CHF | 5'979'560 CHF | 95.38% | 95.38% |
11.07.2024 | 0.07% | 15.79 CHF | 15.80 CHF | 375'000 | 375'000 | 367'929 | 367'929 | 5'756'320 CHF | 5'760'040 CHF | 99.66% | 99.66% |
10.07.2024 | 0.07% | 15.53 CHF | 15.54 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'764'640 CHF | 5'768'390 CHF | 99.99% | 99.99% |
09.07.2024 | 0.06% | 15.14 CHF | 15.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'780'450 CHF | 5'784'200 CHF | 99.99% | 99.99% |
08.07.2024 | 0.06% | 15.65 CHF | 15.66 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'908'070 CHF | 5'911'820 CHF | 99.99% | 99.99% |
05.07.2024 | 0.06% | 15.64 CHF | 15.65 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'943'710 CHF | 5'947'460 CHF | 99.83% | 99.83% |
04.07.2024 | 0.06% | 15.64 CHF | 15.65 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'845'490 CHF | 5'849'240 CHF | 99.94% | 99.94% |
03.07.2024 | 0.07% | 15.50 CHF | 15.51 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'760'550 CHF | 5'764'300 CHF | 100.00% | 100.00% |
02.07.2024 | 0.07% | 15.02 CHF | 15.03 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'599'000 CHF | 5'602'750 CHF | 99.99% | 99.99% |
01.07.2024 | 0.07% | 15.34 CHF | 15.35 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'743'520 CHF | 5'747'260 CHF | 99.98% | 99.98% |