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 | 0.14% | 36.30 CHF | 36.35 CHF | 11'500 | 11'500 | 6'402 | 6'402 | 228'069 CHF | 228'390 CHF | 98.85% | 98.85% |
12.07.2024 | 0.16% | 34.10 CHF | 34.15 CHF | 12'100 | 12'100 | 6'770 | 6'770 | 220'508 CHF | 220'847 CHF | 99.98% | 99.98% |
11.07.2024 | 0.15% | 31.30 CHF | 31.35 CHF | 11'500 | 11'500 | 6'207 | 6'207 | 210'417 CHF | 210'729 CHF | 99.96% | 99.96% |
10.07.2024 | 0.15% | 33.70 CHF | 33.75 CHF | 11'800 | 11'800 | 6'562 | 6'562 | 218'252 CHF | 218'581 CHF | 99.88% | 99.88% |
09.07.2024 | 0.16% | 32.05 CHF | 32.10 CHF | 12'100 | 12'100 | 6'732 | 6'732 | 216'185 CHF | 216'522 CHF | 99.43% | 99.43% |
08.07.2024 | 0.16% | 31.20 CHF | 31.25 CHF | 12'500 | 12'500 | 6'910 | 6'910 | 215'714 CHF | 216'061 CHF | 100.00% | 100.00% |
05.07.2024 | 0.18% | 30.40 CHF | 30.45 CHF | 13'300 | 13'300 | 7'424 | 7'424 | 217'831 CHF | 218'203 CHF | 99.35% | 99.35% |
04.07.2024 | 0.17% | 28.60 CHF | 28.65 CHF | 6'800 | 6'800 | 6'055 | 6'055 | 173'526 CHF | 173'829 CHF | 99.49% | 99.49% |
03.07.2024 | 0.18% | 28.40 CHF | 28.45 CHF | 13'900 | 13'900 | 7'684 | 7'684 | 216'025 CHF | 216'410 CHF | 99.36% | 99.36% |
02.07.2024 | 0.19% | 28.20 CHF | 28.25 CHF | 14'400 | 14'400 | 8'089 | 8'089 | 216'212 CHF | 216'616 CHF | 99.99% | 99.99% |