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 | 0.62% | 14.84 CHF | 14.93 CHF | 14'900 | 14'900 | 14'900 | 14'900 | 217'233 CHF | 218'574 CHF | 99.09% | 99.09% |
12.07.2024 | 0.54% | 15.27 CHF | 15.35 CHF | 15'500 | 15'500 | 15'500 | 15'500 | 230'844 CHF | 232'084 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 14.53 CHF | 14.61 CHF | 15'600 | 15'600 | 15'600 | 15'600 | 228'852 CHF | 230'100 CHF | 99.99% | 99.99% |
10.07.2024 | 0.58% | 14.23 CHF | 14.31 CHF | 16'800 | 16'800 | 16'800 | 16'800 | 232'342 CHF | 233'686 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 12.83 CHF | 12.91 CHF | 15'500 | 15'500 | 15'500 | 15'500 | 207'095 CHF | 208'335 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 14.62 CHF | 14.70 CHF | 15'300 | 15'300 | 15'300 | 15'300 | 234'704 CHF | 235'928 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 14.40 CHF | 14.49 CHF | 14'700 | 14'700 | 14'700 | 14'700 | 217'979 CHF | 219'302 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 15.52 CHF | 15.60 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 245'446 CHF | 246'726 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 14.08 CHF | 14.15 CHF | 17'800 | 17'800 | 17'800 | 17'800 | 248'619 CHF | 249'865 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 12.34 CHF | 12.42 CHF | 16'300 | 16'300 | 16'300 | 16'300 | 199'601 CHF | 200'905 CHF | 99.96% | 99.96% |