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 | 0.39% | 14.34 CHF | 14.40 CHF | 6'900 | 6'900 | 6'900 | 6'900 | 106'701 CHF | 107'115 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 16.03 CHF | 16.10 CHF | 6'900 | 6'900 | 6'900 | 6'900 | 109'553 CHF | 109'981 CHF | 99.99% | 99.99% |
11.07.2024 | 0.38% | 16.04 CHF | 16.10 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 110'265 CHF | 110'685 CHF | 99.97% | 99.97% |
10.07.2024 | 0.39% | 15.44 CHF | 15.50 CHF | 7'100 | 7'100 | 7'100 | 7'100 | 109'401 CHF | 109'827 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 15.14 CHF | 15.20 CHF | 7'100 | 7'100 | 7'100 | 7'100 | 109'238 CHF | 109'664 CHF | 99.72% | 99.72% |
08.07.2024 | 0.41% | 15.01 CHF | 15.07 CHF | 6'800 | 6'800 | 6'800 | 6'800 | 106'300 CHF | 106'732 CHF | 99.28% | 99.28% |
05.07.2024 | 0.38% | 15.65 CHF | 15.71 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 110'151 CHF | 110'571 CHF | 99.98% | 99.98% |
04.07.2024 | 0.39% | 15.34 CHF | 15.40 CHF | 7'300 | 7'300 | 7'300 | 7'300 | 112'107 CHF | 112'545 CHF | 99.61% | 99.61% |
03.07.2024 | 0.42% | 14.61 CHF | 14.67 CHF | 7'800 | 7'800 | 7'814 | 7'814 | 110'675 CHF | 111'144 CHF | 99.99% | 99.99% |
02.07.2024 | 0.39% | 13.06 CHF | 13.11 CHF | 8'300 | 8'300 | 8'300 | 8'300 | 105'085 CHF | 105'500 CHF | 99.98% | 99.98% |