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 | 0.11% | 14.37 CHF | 14.38 CHF | 61'000 | 61'000 | 27'195 | 27'195 | 390'179 CHF | 390'537 CHF | 99.97% | 99.97% |
12.07.2024 | 0.11% | 14.64 CHF | 14.65 CHF | 60'000 | 60'000 | 27'077 | 27'077 | 387'467 CHF | 387'823 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 14.28 CHF | 14.29 CHF | 61'000 | 61'000 | 26'885 | 26'885 | 387'178 CHF | 387'533 CHF | 99.95% | 99.95% |
10.07.2024 | 0.11% | 14.38 CHF | 14.39 CHF | 61'000 | 61'000 | 27'187 | 27'187 | 385'859 CHF | 386'217 CHF | 99.95% | 99.95% |
09.07.2024 | 0.11% | 13.87 CHF | 13.88 CHF | 63'000 | 63'000 | 27'668 | 27'668 | 386'569 CHF | 386'932 CHF | 99.72% | 99.72% |
08.07.2024 | 0.11% | 13.62 CHF | 13.63 CHF | 64'000 | 64'000 | 28'130 | 28'130 | 382'825 CHF | 383'194 CHF | 100.00% | 100.00% |
05.07.2024 | 0.12% | 13.35 CHF | 13.36 CHF | 65'000 | 65'000 | 29'184 | 29'184 | 378'861 CHF | 379'245 CHF | 99.35% | 99.35% |
04.07.2024 | 0.12% | 12.68 CHF | 12.69 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 259'229 CHF | 259'522 CHF | 97.59% | 97.59% |
03.07.2024 | 0.12% | 12.74 CHF | 12.75 CHF | 68'000 | 68'000 | 29'583 | 29'583 | 377'133 CHF | 377'521 CHF | 98.81% | 98.81% |
02.07.2024 | 0.13% | 12.30 CHF | 12.31 CHF | 70'000 | 70'000 | 30'599 | 30'599 | 373'162 CHF | 373'564 CHF | 99.95% | 99.95% |