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 | 0.33% | 15.60 CHF | 15.65 CHF | 17'610 | 17'610 | 17'580 | 17'580 | 270'448 CHF | 271'328 CHF | 99.98% | 99.98% |
12.07.2024 | 0.33% | 15.55 CHF | 15.60 CHF | 17'641 | 17'641 | 17'541 | 17'541 | 270'530 CHF | 271'408 CHF | 99.98% | 99.98% |
11.07.2024 | 0.32% | 16.15 CHF | 16.20 CHF | 17'205 | 17'205 | 17'271 | 17'271 | 272'926 CHF | 273'790 CHF | 99.25% | 99.25% |
10.07.2024 | 0.32% | 15.65 CHF | 15.70 CHF | 17'520 | 17'520 | 17'306 | 17'306 | 271'185 CHF | 272'051 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 15.40 CHF | 15.45 CHF | 17'625 | 17'625 | 17'293 | 17'293 | 271'313 CHF | 272'179 CHF | 99.86% | 99.86% |
08.07.2024 | 0.32% | 15.70 CHF | 15.75 CHF | 17'446 | 17'446 | 17'303 | 17'303 | 271'336 CHF | 272'202 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 15.85 CHF | 15.90 CHF | 17'387 | 17'387 | 17'488 | 17'488 | 269'734 CHF | 270'610 CHF | 99.69% | 99.69% |
04.07.2024 | 0.33% | 15.20 CHF | 15.25 CHF | 17'791 | 17'791 | 17'617 | 17'617 | 267'520 CHF | 268'402 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 15.35 CHF | 15.40 CHF | 17'706 | 17'706 | 17'644 | 17'644 | 266'571 CHF | 267'454 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 14.65 CHF | 14.70 CHF | 18'086 | 18'086 | 18'069 | 18'069 | 259'804 CHF | 260'708 CHF | 99.98% | 99.98% |