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 | 0.18% | 15.61 CHF | 15.92 CHF | 1'300 | 1'300 | 8'086 | 8'086 | 132'425 CHF | 132'598 CHF | 98.85% | 98.85% |
12.07.2024 | 0.18% | 15.91 CHF | 16.21 CHF | 1'300 | 1'300 | 8'372 | 8'372 | 131'227 CHF | 131'406 CHF | 98.97% | 98.97% |
11.07.2024 | 0.18% | 14.94 CHF | 15.24 CHF | 1'300 | 1'300 | 8'199 | 8'199 | 129'891 CHF | 130'066 CHF | 98.76% | 98.76% |
10.07.2024 | 0.18% | 15.82 CHF | 16.11 CHF | 1'300 | 1'300 | 8'646 | 8'646 | 131'549 CHF | 131'732 CHF | 98.93% | 98.93% |
09.07.2024 | 0.19% | 15.40 CHF | 15.71 CHF | 1'300 | 1'300 | 8'093 | 8'093 | 126'999 CHF | 127'173 CHF | 98.63% | 98.63% |
08.07.2024 | 0.15% | 16.33 CHF | 16.63 CHF | 1'300 | 1'300 | 8'277 | 8'277 | 134'443 CHF | 134'615 CHF | 96.81% | 96.81% |
05.07.2024 | 0.18% | 16.01 CHF | 16.31 CHF | 1'300 | 1'300 | 8'302 | 8'302 | 132'106 CHF | 132'283 CHF | 98.72% | 98.72% |
04.07.2024 | 0.17% | 15.75 CHF | 16.05 CHF | 1'300 | 1'300 | 8'563 | 8'563 | 133'110 CHF | 133'289 CHF | 97.57% | 97.57% |
03.07.2024 | 0.18% | 14.73 CHF | 15.05 CHF | 1'300 | 1'300 | 7'729 | 7'729 | 124'897 CHF | 125'060 CHF | 98.36% | 98.36% |
02.07.2024 | 0.20% | 17.18 CHF | 17.52 CHF | 1'200 | 1'200 | 7'294 | 7'294 | 127'633 CHF | 127'835 CHF | 98.67% | 98.67% |