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% | 28.10 CHF | 28.15 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 159'522 CHF | 159'805 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 28.15 CHF | 28.20 CHF | 5'700 | 5'700 | 5'652 | 5'652 | 158'787 CHF | 159'070 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 28.30 CHF | 28.35 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 159'880 CHF | 160'162 CHF | 100.00% | 100.00% |
10.07.2024 | 0.18% | 28.25 CHF | 28.30 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 158'604 CHF | 158'887 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 27.85 CHF | 27.90 CHF | 5'700 | 5'700 | 5'664 | 5'664 | 158'202 CHF | 158'485 CHF | 99.91% | 99.91% |
08.07.2024 | 0.18% | 27.80 CHF | 27.85 CHF | 5'800 | 5'800 | 5'662 | 5'662 | 158'009 CHF | 158'292 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 27.35 CHF | 27.40 CHF | 5'800 | 5'800 | 5'749 | 5'749 | 157'912 CHF | 158'200 CHF | 99.77% | 99.77% |
04.07.2024 | 0.18% | 27.45 CHF | 27.50 CHF | 5'800 | 5'800 | 5'762 | 5'762 | 158'011 CHF | 158'300 CHF | 100.00% | 100.00% |
03.07.2024 | 0.19% | 27.05 CHF | 27.10 CHF | 5'900 | 5'900 | 5'852 | 5'852 | 157'936 CHF | 158'229 CHF | 99.87% | 99.87% |
02.07.2024 | 0.18% | 27.45 CHF | 27.50 CHF | 5'800 | 5'800 | 5'782 | 5'782 | 157'822 CHF | 158'111 CHF | 99.66% | 99.66% |