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 | 0.16% | 17.80 CHF | 17.82 CHF | 30'000 | 30'000 | 16'536 | 16'536 | 289'175 CHF | 289'606 CHF | 99.97% | 99.97% |
12.07.2024 | 0.16% | 17.48 CHF | 17.50 CHF | 30'000 | 30'000 | 16'540 | 16'540 | 289'081 CHF | 289'512 CHF | 99.98% | 99.98% |
11.07.2024 | 0.15% | 17.65 CHF | 17.67 CHF | 30'000 | 30'000 | 16'451 | 16'451 | 299'648 CHF | 300'078 CHF | 99.94% | 99.94% |
10.07.2024 | 0.15% | 18.29 CHF | 18.31 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 297'956 CHF | 298'383 CHF | 99.99% | 99.99% |
09.07.2024 | 0.15% | 18.27 CHF | 18.29 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 297'609 CHF | 298'036 CHF | 99.99% | 99.99% |
08.07.2024 | 0.16% | 18.15 CHF | 18.17 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 299'071 CHF | 299'501 CHF | 99.81% | 99.81% |
05.07.2024 | 0.16% | 18.28 CHF | 18.30 CHF | 29'000 | 29'000 | 16'373 | 16'373 | 292'276 CHF | 292'704 CHF | 99.27% | 99.27% |
04.07.2024 | 0.17% | 17.64 CHF | 17.67 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 236'069 CHF | 236'471 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 17.53 CHF | 17.55 CHF | 30'000 | 30'000 | 16'534 | 16'534 | 289'069 CHF | 289'501 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 17.24 CHF | 17.26 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 282'273 CHF | 282'671 CHF | 99.98% | 99.98% |