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 | 0.07% | 14.89 CHF | 14.90 CHF | 192'200 | 192'200 | 192'200 | 192'200 | 2'815'530 CHF | 2'817'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.07% | 14.36 CHF | 14.37 CHF | 197'900 | 197'900 | 197'900 | 197'900 | 2'757'150 CHF | 2'759'130 CHF | 99.94% | 99.94% |
11.07.2024 | 0.07% | 13.90 CHF | 13.91 CHF | 198'600 | 198'600 | 198'600 | 198'600 | 2'720'170 CHF | 2'722'160 CHF | 99.61% | 99.61% |
10.07.2024 | 0.08% | 13.01 CHF | 13.02 CHF | 209'300 | 209'300 | 209'300 | 209'300 | 2'703'740 CHF | 2'705'830 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 12.86 CHF | 12.87 CHF | 207'800 | 207'800 | 207'800 | 207'800 | 2'701'800 CHF | 2'703'880 CHF | 100.00% | 100.00% |
08.07.2024 | 0.08% | 13.32 CHF | 13.33 CHF | 206'500 | 206'500 | 206'500 | 206'500 | 2'715'940 CHF | 2'718'010 CHF | 98.16% | 98.16% |
05.07.2024 | 0.08% | 13.00 CHF | 13.01 CHF | 208'400 | 208'400 | 208'400 | 208'400 | 2'699'120 CHF | 2'701'200 CHF | 99.92% | 99.92% |
04.07.2024 | 0.08% | 13.04 CHF | 13.05 CHF | 104'200 | 104'200 | 185'624 | 185'624 | 2'437'840 CHF | 2'439'700 CHF | 100.00% | 100.00% |
03.07.2024 | 0.08% | 12.95 CHF | 12.96 CHF | 207'600 | 207'600 | 207'600 | 207'600 | 2'727'540 CHF | 2'729'620 CHF | 100.00% | 100.00% |
02.07.2024 | 0.08% | 12.76 CHF | 12.77 CHF | 211'700 | 211'700 | 211'700 | 211'700 | 2'665'490 CHF | 2'667'610 CHF | 99.72% | 99.72% |