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 | 0,55% | 14,91 CHF | 14,99 CHF | 15 400 | 15 400 | 15 396 | 15 396 | 222 545 CHF | 223 777 CHF | 99,99% | 99,99% |
15/07/2024 | 0,62% | 14,84 CHF | 14,93 CHF | 14 900 | 14 900 | 14 900 | 14 900 | 217 233 CHF | 218 574 CHF | 99,09% | 99,09% |
12/07/2024 | 0,54% | 15,27 CHF | 15,35 CHF | 15 500 | 15 500 | 15 500 | 15 500 | 230 844 CHF | 232 084 CHF | 100,00% | 100,00% |
11/07/2024 | 0,54% | 14,53 CHF | 14,61 CHF | 15 600 | 15 600 | 15 600 | 15 600 | 228 852 CHF | 230 100 CHF | 99,99% | 99,99% |
10/07/2024 | 0,58% | 14,23 CHF | 14,31 CHF | 16 800 | 16 800 | 16 800 | 16 800 | 232 342 CHF | 233 686 CHF | 100,00% | 100,00% |
09/07/2024 | 0,60% | 12,83 CHF | 12,91 CHF | 15 500 | 15 500 | 15 500 | 15 500 | 207 095 CHF | 208 335 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 14,62 CHF | 14,70 CHF | 15 300 | 15 300 | 15 300 | 15 300 | 234 704 CHF | 235 928 CHF | 100,00% | 100,00% |
05/07/2024 | 0,61% | 14,40 CHF | 14,49 CHF | 14 700 | 14 700 | 14 700 | 14 700 | 217 979 CHF | 219 302 CHF | 100,00% | 100,00% |
04/07/2024 | 0,52% | 15,52 CHF | 15,60 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 245 446 CHF | 246 726 CHF | 100,00% | 100,00% |
03/07/2024 | 0,50% | 14,08 CHF | 14,15 CHF | 17 800 | 17 800 | 17 800 | 17 800 | 248 619 CHF | 249 865 CHF | 100,00% | 100,00% |