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 | 0.94% | 36.05 CHF | 36.15 CHF | 4'500 | 4'500 | 2'046 | 2'046 | 73'278 CHF | 73'789 CHF | 99.58% | 99.58% |
12.07.2024 | 0.90% | 35.15 CHF | 35.25 CHF | 4'600 | 4'600 | 2'104 | 2'104 | 72'771 CHF | 73'264 CHF | 99.58% | 99.58% |
11.07.2024 | 0.92% | 33.10 CHF | 33.20 CHF | 4'800 | 4'800 | 2'141 | 2'141 | 71'247 CHF | 71'745 CHF | 99.78% | 99.78% |
10.07.2024 | 0.94% | 33.05 CHF | 33.15 CHF | 4'400 | 4'400 | 1'961 | 1'961 | 67'993 CHF | 68'477 CHF | 99.20% | 99.20% |
09.07.2024 | 0.89% | 37.00 CHF | 37.10 CHF | 4'200 | 4'200 | 1'925 | 1'925 | 72'143 CHF | 72'622 CHF | 99.90% | 99.90% |
08.07.2024 | 0.87% | 37.85 CHF | 37.95 CHF | 4'100 | 4'100 | 1'886 | 1'886 | 72'634 CHF | 73'109 CHF | 99.90% | 99.90% |
05.07.2024 | 0.88% | 38.40 CHF | 38.50 CHF | 4'100 | 4'100 | 1'897 | 1'897 | 72'401 CHF | 72'880 CHF | 99.24% | 99.24% |
04.07.2024 | 0.99% | 38.15 CHF | 38.45 CHF | 1'700 | 1'700 | 1'381 | 1'381 | 52'505 CHF | 53'007 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 38.45 CHF | 38.55 CHF | 4'200 | 4'200 | 1'911 | 1'911 | 72'345 CHF | 72'823 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 35.95 CHF | 36.05 CHF | 4'500 | 4'500 | 2'055 | 2'055 | 72'067 CHF | 72'583 CHF | 99.68% | 99.68% |