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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,21% | 14,54 CHF | 14,57 CHF | 8 900 | 8 900 | 8 797 | 8 797 | 127 279 CHF | 127 543 CHF | 99,97% | 99,97% |
15/07/2024 | 0,26% | 15,16 CHF | 15,20 CHF | 8 000 | 8 000 | 7 965 | 7 965 | 122 940 CHF | 123 259 CHF | 100,00% | 100,00% |
12/07/2024 | 0,24% | 16,76 CHF | 16,80 CHF | 8 200 | 8 200 | 8 165 | 8 165 | 133 186 CHF | 133 512 CHF | 100,00% | 100,00% |
11/07/2024 | 0,19% | 16,05 CHF | 16,08 CHF | 8 600 | 8 600 | 8 657 | 8 657 | 134 330 CHF | 134 589 CHF | 99,96% | 99,96% |
10/07/2024 | 0,21% | 15,13 CHF | 15,16 CHF | 9 200 | 9 200 | 9 399 | 9 399 | 133 451 CHF | 133 733 CHF | 100,00% | 100,00% |
09/07/2024 | 0,22% | 13,65 CHF | 13,68 CHF | 9 800 | 9 800 | 9 696 | 9 696 | 133 862 CHF | 134 153 CHF | 100,00% | 100,00% |
08/07/2024 | 0,22% | 13,50 CHF | 13,53 CHF | 9 500 | 9 500 | 9 458 | 9 458 | 130 201 CHF | 130 485 CHF | 99,98% | 99,98% |
05/07/2024 | 0,21% | 13,75 CHF | 13,78 CHF | 9 400 | 9 400 | 9 197 | 9 197 | 131 560 CHF | 131 836 CHF | 99,80% | 99,80% |
04/07/2024 | 0,21% | 14,24 CHF | 14,27 CHF | 9 100 | 9 100 | 9 099 | 9 099 | 128 593 CHF | 128 866 CHF | 99,50% | 99,50% |
03/07/2024 | 0,21% | 14,50 CHF | 14,53 CHF | 9 300 | 9 300 | 9 261 | 9 261 | 134 809 CHF | 135 086 CHF | 99,36% | 99,36% |