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 | 0.13% | 15.40 CHF | 15.42 CHF | 19'700 | 19'700 | 19'700 | 19'700 | 300'385 CHF | 300'779 CHF | 99.99% | 99.99% |
12.07.2024 | 0.13% | 15.47 CHF | 15.49 CHF | 19'700 | 19'700 | 19'700 | 19'700 | 296'476 CHF | 296'870 CHF | 100.00% | 100.00% |
11.07.2024 | 0.12% | 16.47 CHF | 16.49 CHF | 17'200 | 17'200 | 17'200 | 17'200 | 293'669 CHF | 294'013 CHF | 99.97% | 99.97% |
10.07.2024 | 0.12% | 17.45 CHF | 17.47 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 306'900 CHF | 307'260 CHF | 100.00% | 100.00% |
09.07.2024 | 0.13% | 15.65 CHF | 15.67 CHF | 18'600 | 18'600 | 18'600 | 18'600 | 291'617 CHF | 291'989 CHF | 99.99% | 99.99% |
08.07.2024 | 0.14% | 14.55 CHF | 14.57 CHF | 20'400 | 20'400 | 20'400 | 20'400 | 295'680 CHF | 296'088 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 14.58 CHF | 14.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 288'918 CHF | 289'318 CHF | 99.92% | 99.92% |
04.07.2024 | 0.14% | 14.41 CHF | 14.43 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 288'123 CHF | 288'523 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 13.79 CHF | 13.81 CHF | 20'800 | 20'800 | 20'800 | 20'800 | 286'522 CHF | 286'938 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 12.79 CHF | 12.81 CHF | 22'100 | 22'100 | 22'100 | 22'100 | 277'579 CHF | 278'021 CHF | 99.99% | 99.99% |