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 | 0.18% | 16.92 CHF | 16.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'242'120 CHF | 1'244'370 CHF | 98.86% | 98.86% |
12.07.2024 | 0.18% | 16.61 CHF | 16.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'245'860 CHF | 1'248'110 CHF | 99.40% | 99.40% |
11.07.2024 | 0.17% | 16.77 CHF | 16.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'309'410 CHF | 1'311'660 CHF | 98.32% | 98.32% |
10.07.2024 | 0.17% | 17.43 CHF | 17.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'304'050 CHF | 1'306'300 CHF | 99.21% | 99.21% |
09.07.2024 | 0.17% | 17.41 CHF | 17.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'302'680 CHF | 1'304'930 CHF | 97.92% | 97.92% |
08.07.2024 | 0.17% | 17.31 CHF | 17.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'302'140 CHF | 1'304'390 CHF | 99.06% | 99.06% |
05.07.2024 | 0.18% | 17.45 CHF | 17.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'270'290 CHF | 1'272'540 CHF | 99.38% | 99.38% |
04.07.2024 | 0.18% | 16.81 CHF | 16.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'258'930 CHF | 1'261'180 CHF | 99.41% | 99.41% |
03.07.2024 | 0.18% | 16.70 CHF | 16.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'251'090 CHF | 1'253'340 CHF | 99.38% | 99.38% |
02.07.2024 | 0.18% | 16.39 CHF | 16.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'215'860 CHF | 1'218'110 CHF | 99.25% | 99.25% |