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 | 0.34% | 15.00 CHF | 15.05 CHF | 17'613 | 17'613 | 17'577 | 17'577 | 259'925 CHF | 260'805 CHF | 99.99% | 99.99% |
12.07.2024 | 0.34% | 14.95 CHF | 15.00 CHF | 17'631 | 17'631 | 17'541 | 17'541 | 260'112 CHF | 260'990 CHF | 99.98% | 99.98% |
11.07.2024 | 0.33% | 15.60 CHF | 15.65 CHF | 17'202 | 17'202 | 17'273 | 17'273 | 262'671 CHF | 263'535 CHF | 99.65% | 99.65% |
10.07.2024 | 0.33% | 15.05 CHF | 15.10 CHF | 17'520 | 17'520 | 17'306 | 17'306 | 260'869 CHF | 261'736 CHF | 100.00% | 100.00% |
09.07.2024 | 0.33% | 14.80 CHF | 14.85 CHF | 17'625 | 17'625 | 17'292 | 17'292 | 260'977 CHF | 261'842 CHF | 99.89% | 99.89% |
08.07.2024 | 0.33% | 15.10 CHF | 15.15 CHF | 17'449 | 17'449 | 17'303 | 17'303 | 261'059 CHF | 261'925 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 15.25 CHF | 15.30 CHF | 17'389 | 17'389 | 17'487 | 17'487 | 259'282 CHF | 260'157 CHF | 99.71% | 99.71% |
04.07.2024 | 0.35% | 14.60 CHF | 14.65 CHF | 17'791 | 17'791 | 17'615 | 17'615 | 256'954 CHF | 257'836 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 14.75 CHF | 14.80 CHF | 17'707 | 17'707 | 17'644 | 17'644 | 256'008 CHF | 256'891 CHF | 99.86% | 99.86% |
02.07.2024 | 0.37% | 14.05 CHF | 14.10 CHF | 18'086 | 18'086 | 18'068 | 18'068 | 248'959 CHF | 249'864 CHF | 99.95% | 99.95% |