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 | 0.06% | 15.70 CHF | 15.71 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'238'170 CHF | 1'238'970 CHF | 100.00% | 100.00% |
12.07.2024 | 0.07% | 15.44 CHF | 15.45 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'209'090 CHF | 1'209'890 CHF | 99.95% | 99.95% |
11.07.2024 | 0.06% | 15.21 CHF | 15.22 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'236'590 CHF | 1'237'390 CHF | 99.67% | 99.67% |
10.07.2024 | 0.07% | 15.16 CHF | 15.17 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'209'060 CHF | 1'209'860 CHF | 100.00% | 100.00% |
09.07.2024 | 0.07% | 15.06 CHF | 15.07 CHF | 80'000 | 80'000 | 79'820 | 79'820 | 1'203'190 CHF | 1'203'990 CHF | 100.00% | 100.00% |
08.07.2024 | 0.07% | 14.97 CHF | 14.98 CHF | 80'000 | 80'000 | 79'861 | 79'861 | 1'191'140 CHF | 1'191'940 CHF | 98.69% | 98.69% |
05.07.2024 | 0.07% | 14.80 CHF | 14.81 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'175'150 CHF | 1'175'950 CHF | 99.91% | 99.91% |
04.07.2024 | 0.07% | 14.69 CHF | 14.70 CHF | 40'000 | 40'000 | 71'267 | 71'267 | 1'050'300 CHF | 1'051'020 CHF | 100.00% | 100.00% |
03.07.2024 | 0.07% | 14.61 CHF | 14.62 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'163'480 CHF | 1'164'280 CHF | 100.00% | 100.00% |
02.07.2024 | 0.07% | 14.28 CHF | 14.29 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'127'870 CHF | 1'128'670 CHF | 99.97% | 99.97% |