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 | 1.11% | 15.09 CHF | 15.11 CHF | 5'600 | 5'600 | 2'466 | 2'466 | 35'437 CHF | 35'690 CHF | 99.97% | 99.97% |
12.07.2024 | 1.14% | 13.88 CHF | 13.90 CHF | 5'900 | 5'900 | 2'680 | 2'680 | 35'601 CHF | 35'869 CHF | 100.00% | 100.00% |
11.07.2024 | 1.15% | 13.23 CHF | 13.25 CHF | 6'200 | 6'200 | 2'784 | 2'784 | 35'350 CHF | 35'621 CHF | 98.92% | 98.92% |
10.07.2024 | 1.12% | 11.87 CHF | 11.89 CHF | 6'400 | 6'400 | 2'868 | 2'868 | 34'459 CHF | 34'725 CHF | 99.99% | 99.99% |
09.07.2024 | 1.13% | 12.28 CHF | 12.30 CHF | 6'200 | 6'200 | 2'806 | 2'806 | 34'910 CHF | 35'185 CHF | 99.73% | 99.73% |
08.07.2024 | 1.14% | 12.68 CHF | 12.70 CHF | 6'200 | 6'200 | 2'814 | 2'814 | 35'569 CHF | 35'844 CHF | 99.28% | 99.28% |
05.07.2024 | 1.14% | 12.70 CHF | 12.72 CHF | 6'000 | 6'000 | 2'693 | 2'693 | 34'534 CHF | 34'803 CHF | 99.95% | 99.95% |
04.07.2024 | 1.30% | 13.16 CHF | 13.29 CHF | 2'400 | 2'400 | 1'917 | 1'917 | 25'195 CHF | 25'508 CHF | 99.50% | 99.50% |
03.07.2024 | 1.14% | 12.88 CHF | 12.90 CHF | 6'200 | 6'200 | 2'800 | 2'800 | 35'535 CHF | 35'810 CHF | 99.78% | 99.78% |
02.07.2024 | 1.12% | 12.63 CHF | 12.65 CHF | 6'100 | 6'100 | 2'829 | 2'829 | 35'687 CHF | 35'959 CHF | 96.02% | 96.02% |