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 | 0.40% | 14.90 CHF | 14.96 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 134'324 CHF | 134'859 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 17.34 CHF | 17.39 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 151'786 CHF | 152'306 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 16.61 CHF | 16.66 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 165'040 CHF | 165'557 CHF | 100.00% | 100.00% |
10.07.2024 | 0.33% | 15.59 CHF | 15.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 152'193 CHF | 152'695 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 15.05 CHF | 15.10 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 155'278 CHF | 155'782 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 15.22 CHF | 15.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 155'523 CHF | 156'046 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 15.90 CHF | 15.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 163'797 CHF | 164'326 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 16.23 CHF | 16.28 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 147'154 CHF | 147'636 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 16.37 CHF | 16.42 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 149'334 CHF | 149'819 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 16.44 CHF | 16.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 165'055 CHF | 165'562 CHF | 99.81% | 99.81% |