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% | 14.21 CHF | 14.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'062'080 CHF | 1'062'830 CHF | 100.00% | 100.00% |
12.07.2024 | 0.07% | 14.23 CHF | 14.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'055'270 CHF | 1'056'020 CHF | 100.00% | 100.00% |
11.07.2024 | 0.07% | 14.38 CHF | 14.39 CHF | 75'000 | 75'000 | 74'933 | 74'933 | 1'080'580 CHF | 1'081'330 CHF | 99.97% | 99.97% |
10.07.2024 | 0.07% | 14.47 CHF | 14.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'077'700 CHF | 1'078'450 CHF | 100.00% | 100.00% |
09.07.2024 | 0.07% | 14.04 CHF | 14.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'055'040 CHF | 1'055'790 CHF | 99.99% | 99.99% |
08.07.2024 | 0.07% | 13.78 CHF | 13.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'030'320 CHF | 1'031'070 CHF | 100.00% | 100.00% |
05.07.2024 | 0.07% | 13.78 CHF | 13.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'031'580 CHF | 1'032'330 CHF | 99.92% | 99.92% |
04.07.2024 | 0.07% | 13.74 CHF | 13.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'031'060 CHF | 1'031'810 CHF | 100.00% | 100.00% |
03.07.2024 | 0.07% | 13.57 CHF | 13.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'017'230 CHF | 1'017'980 CHF | 100.00% | 100.00% |
02.07.2024 | 0.08% | 13.30 CHF | 13.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 992'618 CHF | 993'368 CHF | 99.98% | 99.98% |