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 | 0.19% | 26.70 CHF | 26.75 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 151'730 CHF | 152'013 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 26.80 CHF | 26.85 CHF | 5'700 | 5'700 | 5'650 | 5'650 | 150'930 CHF | 151'213 CHF | 97.99% | 97.99% |
11.07.2024 | 0.19% | 26.90 CHF | 26.95 CHF | 5'700 | 5'700 | 5'646 | 5'646 | 152'075 CHF | 152'358 CHF | 99.27% | 99.27% |
10.07.2024 | 0.19% | 26.85 CHF | 26.90 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 150'804 CHF | 151'087 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 26.50 CHF | 26.55 CHF | 5'700 | 5'700 | 5'666 | 5'666 | 150'448 CHF | 150'731 CHF | 100.00% | 100.00% |
08.07.2024 | 0.19% | 26.40 CHF | 26.45 CHF | 5'800 | 5'800 | 5'662 | 5'662 | 150'209 CHF | 150'492 CHF | 99.73% | 99.73% |
05.07.2024 | 0.19% | 25.95 CHF | 26.00 CHF | 5'900 | 5'900 | 5'749 | 5'749 | 149'961 CHF | 150'249 CHF | 100.00% | 100.00% |
04.07.2024 | 0.19% | 26.10 CHF | 26.15 CHF | 5'800 | 5'800 | 5'761 | 5'761 | 150'068 CHF | 150'357 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 25.65 CHF | 25.70 CHF | 5'900 | 5'900 | 5'851 | 5'851 | 149'843 CHF | 150'136 CHF | 97.36% | 97.36% |
02.07.2024 | 0.19% | 26.05 CHF | 26.10 CHF | 5'800 | 5'800 | 5'784 | 5'784 | 149'878 CHF | 150'167 CHF | 100.00% | 100.00% |