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 | 0.06% | 17.36 CHF | 17.37 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 771'805 CHF | 772'255 CHF | 99.98% | 99.98% |
12.07.2024 | 0.06% | 17.13 CHF | 17.14 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 757'280 CHF | 757'730 CHF | 99.95% | 99.95% |
11.07.2024 | 0.06% | 16.92 CHF | 16.93 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 773'625 CHF | 774'075 CHF | 99.60% | 99.60% |
10.07.2024 | 0.06% | 16.92 CHF | 16.93 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 759'062 CHF | 759'512 CHF | 100.00% | 100.00% |
09.07.2024 | 0.06% | 16.82 CHF | 16.83 CHF | 45'000 | 45'000 | 44'899 | 44'899 | 755'692 CHF | 756'142 CHF | 100.00% | 100.00% |
08.07.2024 | 0.06% | 16.73 CHF | 16.74 CHF | 45'000 | 45'000 | 44'923 | 44'923 | 748'977 CHF | 749'427 CHF | 98.72% | 98.72% |
05.07.2024 | 0.06% | 16.57 CHF | 16.58 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 741'440 CHF | 741'890 CHF | 99.91% | 99.91% |
04.07.2024 | 0.06% | 16.49 CHF | 16.50 CHF | 25'000 | 25'000 | 40'634 | 40'634 | 672'007 CHF | 672'414 CHF | 100.00% | 100.00% |
03.07.2024 | 0.06% | 16.41 CHF | 16.42 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 737'310 CHF | 737'760 CHF | 100.00% | 100.00% |
02.07.2024 | 0.06% | 16.16 CHF | 16.17 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 719'236 CHF | 719'686 CHF | 99.97% | 99.97% |