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 | 0.73% | 31.35 CHF | 31.40 CHF | 5'100 | 5'100 | 2'321 | 2'321 | 73'118 CHF | 73'507 CHF | 98.93% | 98.93% |
12.07.2024 | 0.78% | 30.45 CHF | 30.50 CHF | 5'200 | 5'200 | 2'339 | 2'339 | 70'541 CHF | 70'931 CHF | 99.17% | 99.17% |
11.07.2024 | 0.78% | 28.90 CHF | 28.95 CHF | 5'400 | 5'400 | 2'383 | 2'383 | 70'188 CHF | 70'582 CHF | 99.04% | 99.04% |
10.07.2024 | 0.78% | 29.10 CHF | 29.15 CHF | 5'300 | 5'300 | 2'335 | 2'335 | 68'930 CHF | 69'317 CHF | 97.60% | 97.60% |
09.07.2024 | 0.82% | 30.45 CHF | 30.50 CHF | 5'000 | 5'000 | 2'262 | 2'262 | 70'724 CHF | 71'141 CHF | 99.90% | 99.90% |
08.07.2024 | 0.82% | 32.60 CHF | 32.65 CHF | 4'800 | 4'800 | 2'141 | 2'141 | 71'173 CHF | 71'587 CHF | 99.90% | 99.90% |
05.07.2024 | 0.82% | 33.45 CHF | 33.50 CHF | 4'900 | 4'900 | 2'238 | 2'238 | 74'050 CHF | 74'490 CHF | 98.88% | 98.88% |
04.07.2024 | 0.98% | 33.20 CHF | 33.50 CHF | 2'000 | 2'000 | 1'627 | 1'627 | 53'712 CHF | 54'235 CHF | 99.47% | 99.47% |
03.07.2024 | 0.83% | 33.05 CHF | 33.10 CHF | 4'900 | 4'900 | 2'240 | 2'240 | 73'561 CHF | 74'001 CHF | 99.90% | 99.90% |
02.07.2024 | 0.77% | 31.25 CHF | 31.30 CHF | 5'200 | 5'200 | 2'332 | 2'332 | 71'144 CHF | 71'535 CHF | 99.88% | 99.88% |