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 | 0.94% | 15.64 CHF | 15.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 157'904 CHF | 159'403 CHF | 99.49% | 99.49% |
12.07.2024 | 0.98% | 15.90 CHF | 16.06 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 151'408 CHF | 152'903 CHF | 99.55% | 99.55% |
11.07.2024 | 0.99% | 15.32 CHF | 15.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 150'670 CHF | 152'169 CHF | 99.10% | 99.10% |
10.07.2024 | 1.01% | 14.90 CHF | 15.06 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 148'442 CHF | 149'944 CHF | 99.46% | 99.46% |
09.07.2024 | 0.98% | 14.54 CHF | 14.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 152'164 CHF | 153'666 CHF | 99.46% | 99.46% |
08.07.2024 | 0.93% | 15.56 CHF | 15.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 161'256 CHF | 162'760 CHF | 99.51% | 99.51% |
05.07.2024 | 0.92% | 15.92 CHF | 16.08 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 162'046 CHF | 163'547 CHF | 98.35% | 98.35% |
04.07.2024 | 0.97% | 15.34 CHF | 15.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 154'132 CHF | 155'630 CHF | 98.67% | 98.67% |
03.07.2024 | 0.98% | 15.46 CHF | 15.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 152'831 CHF | 154'331 CHF | 99.45% | 99.45% |
02.07.2024 | 1.02% | 14.70 CHF | 14.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 145'601 CHF | 147'100 CHF | 99.35% | 99.35% |