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 | 0.15% | 14.30 CHF | 14.32 CHF | 23'600 | 23'600 | 13'124 | 13'124 | 183'600 CHF | 183'863 CHF | 98.85% | 98.85% |
12.07.2024 | 0.16% | 13.27 CHF | 13.29 CHF | 25'200 | 25'200 | 14'060 | 14'060 | 176'692 CHF | 176'974 CHF | 99.99% | 99.99% |
11.07.2024 | 0.15% | 11.98 CHF | 12.00 CHF | 23'400 | 23'400 | 12'587 | 12'587 | 166'221 CHF | 166'474 CHF | 99.87% | 99.87% |
10.07.2024 | 0.16% | 13.11 CHF | 13.13 CHF | 24'400 | 24'400 | 13'555 | 13'555 | 174'968 CHF | 175'240 CHF | 99.89% | 99.89% |
09.07.2024 | 0.16% | 12.35 CHF | 12.37 CHF | 25'100 | 25'100 | 13'918 | 13'918 | 172'262 CHF | 172'541 CHF | 99.43% | 99.43% |
08.07.2024 | 0.17% | 11.95 CHF | 11.97 CHF | 26'100 | 26'100 | 14'437 | 14'437 | 172'818 CHF | 173'107 CHF | 99.99% | 99.99% |
05.07.2024 | 0.19% | 11.59 CHF | 11.61 CHF | 28'300 | 28'300 | 15'753 | 15'753 | 175'111 CHF | 175'426 CHF | 99.34% | 99.34% |
04.07.2024 | 0.18% | 10.78 CHF | 10.80 CHF | 14'300 | 14'300 | 12'811 | 12'811 | 138'388 CHF | 138'645 CHF | 99.49% | 99.49% |
03.07.2024 | 0.19% | 10.68 CHF | 10.70 CHF | 29'700 | 29'700 | 16'374 | 16'374 | 172'809 CHF | 173'137 CHF | 99.35% | 99.35% |
02.07.2024 | 0.21% | 10.59 CHF | 10.61 CHF | 31'100 | 31'100 | 17'543 | 17'543 | 174'349 CHF | 174'700 CHF | 99.97% | 99.97% |