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% | 17.77 CHF | 17.79 CHF | 30'000 | 30'000 | 16'538 | 16'538 | 288'661 CHF | 289'092 CHF | 99.98% | 99.98% |
12.07.2024 | 0.16% | 17.45 CHF | 17.47 CHF | 30'000 | 30'000 | 16'542 | 16'542 | 288'596 CHF | 289'027 CHF | 99.99% | 99.99% |
11.07.2024 | 0.15% | 17.62 CHF | 17.64 CHF | 30'000 | 30'000 | 16'454 | 16'454 | 299'206 CHF | 299'636 CHF | 99.97% | 99.97% |
10.07.2024 | 0.15% | 18.26 CHF | 18.28 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 297'439 CHF | 297'866 CHF | 99.99% | 99.99% |
09.07.2024 | 0.16% | 18.24 CHF | 18.26 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 297'112 CHF | 297'539 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 18.12 CHF | 18.14 CHF | 29'000 | 29'000 | 16'459 | 16'459 | 298'063 CHF | 298'493 CHF | 99.88% | 99.88% |
05.07.2024 | 0.16% | 18.25 CHF | 18.27 CHF | 29'000 | 29'000 | 16'404 | 16'404 | 292'306 CHF | 292'734 CHF | 98.64% | 98.64% |
04.07.2024 | 0.17% | 17.61 CHF | 17.64 CHF | 15'000 | 15'000 | 13'415 | 13'415 | 235'785 CHF | 236'187 CHF | 99.33% | 99.33% |
03.07.2024 | 0.16% | 17.50 CHF | 17.52 CHF | 30'000 | 30'000 | 16'519 | 16'519 | 288'289 CHF | 288'720 CHF | 99.89% | 99.89% |
02.07.2024 | 0.16% | 17.21 CHF | 17.23 CHF | 30'000 | 30'000 | 16'551 | 16'551 | 282'016 CHF | 282'414 CHF | 99.64% | 99.64% |