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% | 14.58 CHF | 14.59 CHF | 134'500 | 134'500 | 133'719 | 133'719 | 1'961'830 CHF | 1'963'170 CHF | 100.00% | 100.00% |
12.07.2024 | 0.07% | 14.68 CHF | 14.69 CHF | 133'200 | 133'200 | 131'819 | 131'819 | 1'952'970 CHF | 1'954'290 CHF | 99.85% | 99.85% |
11.07.2024 | 0.07% | 14.85 CHF | 14.86 CHF | 130'900 | 130'900 | 129'976 | 129'976 | 1'946'360 CHF | 1'947'660 CHF | 71.48% | 71.48% |
10.07.2024 | 0.07% | 15.32 CHF | 15.33 CHF | 128'800 | 128'800 | 128'323 | 128'323 | 1'965'420 CHF | 1'966'700 CHF | 99.38% | 99.38% |
09.07.2024 | 0.07% | 15.42 CHF | 15.43 CHF | 128'000 | 128'000 | 128'518 | 128'518 | 1'969'520 CHF | 1'970'810 CHF | 100.00% | 100.00% |
08.07.2024 | 0.07% | 15.22 CHF | 15.23 CHF | 129'200 | 129'200 | 128'721 | 128'721 | 1'951'930 CHF | 1'953'220 CHF | 99.98% | 99.98% |
05.07.2024 | 0.07% | 15.30 CHF | 15.31 CHF | 128'500 | 128'500 | 127'600 | 127'600 | 1'950'070 CHF | 1'951'340 CHF | 99.99% | 99.99% |
04.07.2024 | 0.06% | 15.39 CHF | 15.40 CHF | 127'000 | 127'000 | 125'324 | 125'324 | 1'942'340 CHF | 1'943'590 CHF | 100.00% | 100.00% |
03.07.2024 | 0.06% | 15.45 CHF | 15.46 CHF | 124'200 | 124'200 | 122'825 | 122'825 | 1'932'960 CHF | 1'934'190 CHF | 100.00% | 100.00% |
02.07.2024 | 0.06% | 15.99 CHF | 16.00 CHF | 121'900 | 121'900 | 122'917 | 122'917 | 1'980'080 CHF | 1'981'310 CHF | 99.94% | 99.94% |