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 | 0.31% | 16.51 CHF | 16.56 CHF | 26'500 | 26'500 | 26'500 | 26'500 | 433'593 CHF | 434'918 CHF | 99.10% | 99.10% |
12.07.2024 | 0.30% | 16.73 CHF | 16.78 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 445'969 CHF | 447'319 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 16.29 CHF | 16.34 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 442'290 CHF | 443'640 CHF | 99.99% | 99.99% |
10.07.2024 | 0.31% | 16.13 CHF | 16.18 CHF | 27'900 | 27'900 | 27'900 | 27'900 | 443'039 CHF | 444'434 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 15.29 CHF | 15.34 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 421'105 CHF | 422'455 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 16.30 CHF | 16.35 CHF | 26'900 | 26'900 | 26'900 | 26'900 | 449'060 CHF | 450'405 CHF | 99.99% | 99.99% |
05.07.2024 | 0.30% | 16.19 CHF | 16.24 CHF | 26'400 | 26'400 | 26'400 | 26'400 | 433'615 CHF | 434'935 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 16.80 CHF | 16.85 CHF | 27'400 | 27'400 | 27'400 | 27'400 | 457'413 CHF | 458'783 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 15.98 CHF | 16.03 CHF | 28'700 | 28'700 | 28'700 | 28'700 | 456'442 CHF | 457'878 CHF | 100.00% | 100.00% |
02.07.2024 | 0.34% | 14.91 CHF | 14.96 CHF | 27'700 | 27'700 | 27'700 | 27'700 | 411'296 CHF | 412'681 CHF | 99.97% | 99.97% |