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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.35% | 14.75 CHF | 14.80 CHF | 13'600 | 13'600 | 13'681 | 13'681 | 197'838 CHF | 198'522 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 14.17 CHF | 14.22 CHF | 13'900 | 13'900 | 13'905 | 13'905 | 194'852 CHF | 195'547 CHF | 99.78% | 99.78% |
10.07.2024 | 0.29% | 13.91 CHF | 13.95 CHF | 14'200 | 14'200 | 14'398 | 14'398 | 197'428 CHF | 198'004 CHF | 99.99% | 99.99% |
09.07.2024 | 0.30% | 13.65 CHF | 13.69 CHF | 14'200 | 14'200 | 14'125 | 14'125 | 196'389 CHF | 196'981 CHF | 99.74% | 99.74% |
08.07.2024 | 0.29% | 13.66 CHF | 13.70 CHF | 14'400 | 14'400 | 14'348 | 14'348 | 197'269 CHF | 197'843 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 13.51 CHF | 13.55 CHF | 14'200 | 14'200 | 14'178 | 14'178 | 194'866 CHF | 195'498 CHF | 99.80% | 99.80% |
04.07.2024 | 0.29% | 13.82 CHF | 13.86 CHF | 14'400 | 14'400 | 14'341 | 14'341 | 197'871 CHF | 198'444 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 13.72 CHF | 13.76 CHF | 14'400 | 14'400 | 14'400 | 14'400 | 195'078 CHF | 195'654 CHF | 99.99% | 99.99% |
02.07.2024 | 0.30% | 13.55 CHF | 13.59 CHF | 14'700 | 14'700 | 14'821 | 14'821 | 195'195 CHF | 195'788 CHF | 99.95% | 99.95% |
01.07.2024 | 0.30% | 13.18 CHF | 13.22 CHF | 14'900 | 14'900 | 14'725 | 14'725 | 196'636 CHF | 197'225 CHF | 89.22% | 89.22% |