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 | 0.32% | 15.75 CHF | 15.80 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 471'822 CHF | 473'310 CHF | 100.00% | 100.00% |
12.07.2024 | 0.32% | 15.90 CHF | 15.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 469'493 CHF | 470'981 CHF | 100.00% | 100.00% |
11.07.2024 | 0.32% | 15.65 CHF | 15.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 465'111 CHF | 466'599 CHF | 99.93% | 99.93% |
10.07.2024 | 0.33% | 15.45 CHF | 15.50 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 454'738 CHF | 456'226 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 15.25 CHF | 15.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 456'141 CHF | 457'629 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 15.25 CHF | 15.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 453'758 CHF | 455'245 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 15.20 CHF | 15.25 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 454'863 CHF | 456'349 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 15.35 CHF | 15.40 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 453'869 CHF | 455'354 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 15.25 CHF | 15.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 452'254 CHF | 453'740 CHF | 100.00% | 100.00% |
02.07.2024 | 0.33% | 15.15 CHF | 15.20 CHF | 30'000 | 30'000 | 29'721 | 29'719 | 447'553 CHF | 449'010 CHF | 100.00% | 100.00% |