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% | 15.80 CHF | 15.81 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'797'950 CHF | 5'801'700 CHF | 95.39% | 95.39% |
11.07.2024 | 0.07% | 15.32 CHF | 15.33 CHF | 375'000 | 375'000 | 367'975 | 367'975 | 5'582'720 CHF | 5'586'440 CHF | 99.66% | 99.66% |
10.07.2024 | 0.07% | 15.06 CHF | 15.07 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'587'370 CHF | 5'591'120 CHF | 100.00% | 100.00% |
09.07.2024 | 0.07% | 14.67 CHF | 14.68 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'603'260 CHF | 5'607'010 CHF | 99.99% | 99.99% |
08.07.2024 | 0.07% | 15.18 CHF | 15.19 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'731'090 CHF | 5'734'840 CHF | 100.00% | 100.00% |
05.07.2024 | 0.07% | 15.17 CHF | 15.18 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'766'530 CHF | 5'770'280 CHF | 99.78% | 99.78% |
04.07.2024 | 0.07% | 15.16 CHF | 15.17 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'668'330 CHF | 5'672'080 CHF | 99.94% | 99.94% |
03.07.2024 | 0.07% | 15.02 CHF | 15.03 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'583'420 CHF | 5'587'180 CHF | 100.00% | 100.00% |
02.07.2024 | 0.07% | 14.55 CHF | 14.56 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'422'450 CHF | 5'426'200 CHF | 99.98% | 99.98% |
01.07.2024 | 0.07% | 14.87 CHF | 14.88 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 5'567'080 CHF | 5'570'840 CHF | 99.98% | 99.98% |