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 | 0.16% | 18.91 CHF | 18.94 CHF | 6'900 | 6'900 | 6'872 | 6'872 | 131'460 CHF | 131'666 CHF | 99.98% | 99.98% |
12.07.2024 | 0.17% | 18.42 CHF | 18.45 CHF | 7'400 | 7'400 | 7'473 | 7'473 | 133'334 CHF | 133'558 CHF | 99.98% | 99.98% |
11.07.2024 | 0.18% | 16.99 CHF | 17.02 CHF | 8'100 | 8'100 | 8'052 | 8'052 | 130'775 CHF | 131'017 CHF | 99.76% | 99.76% |
10.07.2024 | 0.20% | 15.80 CHF | 15.83 CHF | 8'700 | 8'700 | 8'834 | 8'834 | 134'687 CHF | 134'952 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 14.50 CHF | 14.53 CHF | 8'700 | 8'700 | 8'634 | 8'634 | 128'819 CHF | 129'078 CHF | 99.74% | 99.74% |
08.07.2024 | 0.19% | 15.22 CHF | 15.25 CHF | 8'200 | 8'200 | 8'174 | 8'174 | 127'929 CHF | 128'174 CHF | 99.98% | 99.98% |
05.07.2024 | 0.19% | 15.54 CHF | 15.57 CHF | 8'300 | 8'300 | 8'266 | 8'266 | 131'231 CHF | 131'479 CHF | 99.78% | 99.78% |
04.07.2024 | 0.20% | 15.22 CHF | 15.25 CHF | 8'400 | 8'400 | 8'750 | 8'750 | 130'392 CHF | 130'654 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 15.01 CHF | 15.04 CHF | 9'100 | 9'100 | 8'925 | 8'925 | 133'494 CHF | 133'761 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 14.13 CHF | 14.16 CHF | 8'600 | 8'600 | 8'573 | 8'573 | 119'500 CHF | 119'757 CHF | 99.40% | 99.40% |