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% | 14.22 CHF | 14.23 CHF | 89'000 | 89'000 | 49'596 | 49'596 | 700'778 CHF | 701'275 CHF | 98.87% | 98.87% |
12.07.2024 | 0.07% | 13.94 CHF | 13.95 CHF | 90'000 | 90'000 | 50'711 | 50'711 | 697'321 CHF | 697'830 CHF | 99.99% | 99.99% |
11.07.2024 | 0.07% | 13.57 CHF | 13.58 CHF | 93'000 | 93'000 | 49'829 | 49'829 | 692'928 CHF | 693'430 CHF | 99.98% | 99.98% |
10.07.2024 | 0.07% | 13.91 CHF | 13.92 CHF | 90'000 | 90'000 | 50'320 | 50'320 | 696'763 CHF | 697'268 CHF | 99.89% | 99.89% |
09.07.2024 | 0.07% | 13.69 CHF | 13.70 CHF | 92'000 | 92'000 | 50'921 | 50'921 | 697'330 CHF | 697'840 CHF | 99.43% | 99.43% |
08.07.2024 | 0.08% | 13.56 CHF | 13.57 CHF | 93'000 | 93'000 | 51'270 | 51'270 | 695'052 CHF | 695'566 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 13.46 CHF | 13.47 CHF | 93'000 | 93'000 | 51'884 | 51'884 | 690'984 CHF | 691'504 CHF | 99.35% | 99.35% |
04.07.2024 | 0.08% | 13.23 CHF | 13.24 CHF | 47'000 | 47'000 | 42'227 | 42'227 | 559'252 CHF | 559'674 CHF | 99.50% | 99.50% |
03.07.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 95'000 | 95'000 | 52'479 | 52'479 | 691'896 CHF | 692'422 CHF | 99.28% | 99.28% |
02.07.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 95'000 | 95'000 | 53'297 | 53'297 | 692'668 CHF | 693'202 CHF | 99.99% | 99.99% |