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% | 14.61 CHF | 14.62 CHF | 89'000 | 89'000 | 49'591 | 49'591 | 720'284 CHF | 720'781 CHF | 98.86% | 98.86% |
12.07.2024 | 0.07% | 14.33 CHF | 14.34 CHF | 90'000 | 90'000 | 50'711 | 50'711 | 717'372 CHF | 717'880 CHF | 99.99% | 99.99% |
11.07.2024 | 0.07% | 13.97 CHF | 13.98 CHF | 93'000 | 93'000 | 49'841 | 49'841 | 712'805 CHF | 713'307 CHF | 99.99% | 99.99% |
10.07.2024 | 0.07% | 14.31 CHF | 14.32 CHF | 90'000 | 90'000 | 50'321 | 50'321 | 716'685 CHF | 717'190 CHF | 99.89% | 99.89% |
09.07.2024 | 0.07% | 14.09 CHF | 14.10 CHF | 92'000 | 92'000 | 50'921 | 50'921 | 717'524 CHF | 718'034 CHF | 99.43% | 99.43% |
08.07.2024 | 0.07% | 13.96 CHF | 13.97 CHF | 93'000 | 93'000 | 51'267 | 51'267 | 715'284 CHF | 715'798 CHF | 99.99% | 99.99% |
05.07.2024 | 0.07% | 13.86 CHF | 13.87 CHF | 93'000 | 93'000 | 51'879 | 51'879 | 711'458 CHF | 711'978 CHF | 99.34% | 99.34% |
04.07.2024 | 0.07% | 13.63 CHF | 13.64 CHF | 47'000 | 47'000 | 42'227 | 42'227 | 576'028 CHF | 576'450 CHF | 99.49% | 99.49% |
03.07.2024 | 0.08% | 13.61 CHF | 13.62 CHF | 95'000 | 95'000 | 52'485 | 52'485 | 712'845 CHF | 713'371 CHF | 99.26% | 99.26% |
02.07.2024 | 0.08% | 13.61 CHF | 13.62 CHF | 95'000 | 95'000 | 53'297 | 53'297 | 713'923 CHF | 714'457 CHF | 99.99% | 99.99% |