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 | 0.36% | 14.40 CHF | 14.45 CHF | 17'616 | 17'616 | 17'576 | 17'576 | 249'422 CHF | 250'302 CHF | 99.98% | 99.98% |
12.07.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 17'638 | 17'638 | 17'541 | 17'541 | 249'646 CHF | 250'524 CHF | 99.98% | 99.98% |
11.07.2024 | 0.35% | 15.00 CHF | 15.05 CHF | 17'202 | 17'202 | 17'272 | 17'272 | 252'325 CHF | 253'189 CHF | 99.89% | 99.89% |
10.07.2024 | 0.35% | 14.45 CHF | 14.50 CHF | 17'522 | 17'522 | 17'306 | 17'306 | 250'499 CHF | 251'365 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 14.20 CHF | 14.25 CHF | 17'625 | 17'625 | 17'292 | 17'292 | 250'625 CHF | 251'491 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 14.50 CHF | 14.55 CHF | 17'451 | 17'451 | 17'301 | 17'301 | 250'715 CHF | 251'581 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 14.65 CHF | 14.70 CHF | 17'389 | 17'389 | 17'489 | 17'489 | 248'808 CHF | 249'683 CHF | 99.70% | 99.70% |
04.07.2024 | 0.36% | 14.00 CHF | 14.05 CHF | 17'791 | 17'791 | 17'616 | 17'616 | 246'408 CHF | 247'290 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 14.15 CHF | 14.20 CHF | 17'707 | 17'707 | 17'644 | 17'644 | 245'413 CHF | 246'296 CHF | 99.86% | 99.86% |
02.07.2024 | 0.38% | 13.45 CHF | 13.50 CHF | 18'086 | 18'086 | 18'068 | 18'068 | 238'097 CHF | 239'001 CHF | 99.98% | 99.98% |