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 | 1.66% | 17.78 CHF | 17.81 CHF | 8'700 | 8'700 | 3'895 | 3'895 | 68'687 CHF | 69'460 CHF | 99.99% | 99.99% |
12.07.2024 | 1.66% | 17.90 CHF | 17.93 CHF | 8'600 | 8'600 | 3'876 | 3'876 | 68'752 CHF | 69'530 CHF | 99.67% | 99.67% |
11.07.2024 | 1.68% | 17.39 CHF | 17.42 CHF | 9'400 | 9'400 | 4'247 | 4'247 | 72'198 CHF | 73'013 CHF | 99.72% | 99.72% |
10.07.2024 | 1.68% | 15.98 CHF | 16.01 CHF | 9'900 | 9'900 | 4'436 | 4'436 | 70'091 CHF | 70'888 CHF | 99.99% | 99.99% |
09.07.2024 | 1.68% | 15.50 CHF | 15.53 CHF | 9'700 | 9'700 | 4'388 | 4'388 | 69'646 CHF | 70'458 CHF | 99.73% | 99.73% |
08.07.2024 | 1.68% | 16.69 CHF | 16.72 CHF | 9'300 | 9'300 | 4'197 | 4'197 | 71'415 CHF | 72'227 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 16.95 CHF | 16.98 CHF | 9'400 | 9'400 | 4'227 | 4'227 | 71'454 CHF | 72'274 CHF | 99.66% | 99.66% |
04.07.2024 | 1.97% | 17.21 CHF | 17.48 CHF | 3'800 | 3'800 | 3'023 | 3'023 | 51'505 CHF | 52'487 CHF | 99.19% | 99.19% |
03.07.2024 | 1.65% | 16.74 CHF | 16.77 CHF | 9'600 | 9'600 | 4'321 | 4'321 | 71'935 CHF | 72'730 CHF | 99.46% | 99.46% |
02.07.2024 | 1.70% | 16.73 CHF | 16.76 CHF | 9'400 | 9'400 | 4'241 | 4'241 | 71'116 CHF | 71'935 CHF | 99.98% | 99.98% |