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% | 15.90 CHF | 15.91 CHF | 46'900 | 46'900 | 48'494 | 48'494 | 725'390 CHF | 725'875 CHF | 99.99% | 99.99% |
12.07.2024 | 0.07% | 14.88 CHF | 14.89 CHF | 48'700 | 48'700 | 48'348 | 48'348 | 700'837 CHF | 701'320 CHF | 99.92% | 99.92% |
11.07.2024 | 0.07% | 15.23 CHF | 15.24 CHF | 48'300 | 48'300 | 51'389 | 51'389 | 717'094 CHF | 717'608 CHF | 99.83% | 99.83% |
10.07.2024 | 0.08% | 13.38 CHF | 13.39 CHF | 51'800 | 51'800 | 53'914 | 53'914 | 718'648 CHF | 719'187 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 12.31 CHF | 12.32 CHF | 54'200 | 54'200 | 52'809 | 52'809 | 670'553 CHF | 671'082 CHF | 99.98% | 99.98% |
08.07.2024 | 0.08% | 13.22 CHF | 13.23 CHF | 52'700 | 52'700 | 52'246 | 52'246 | 693'620 CHF | 694'143 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 13.75 CHF | 13.76 CHF | 52'200 | 52'200 | 54'962 | 54'962 | 722'480 CHF | 723'029 CHF | 99.72% | 99.72% |
04.07.2024 | 0.08% | 12.76 CHF | 12.77 CHF | 55'300 | 55'300 | 54'771 | 54'771 | 695'950 CHF | 696'497 CHF | 100.00% | 100.00% |
03.07.2024 | 0.08% | 12.93 CHF | 12.94 CHF | 54'700 | 54'700 | 58'948 | 58'948 | 730'731 CHF | 731'321 CHF | 99.92% | 99.92% |
02.07.2024 | 0.09% | 11.64 CHF | 11.65 CHF | 59'500 | 59'500 | 59'855 | 59'855 | 690'374 CHF | 690'972 CHF | 99.98% | 99.98% |