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 | 0.61% | 17.92 CHF | 18.03 CHF | 7'500 | 7'500 | 7'484 | 7'484 | 133'957 CHF | 134'776 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 17.60 CHF | 17.70 CHF | 7'700 | 7'700 | 7'749 | 7'749 | 132'681 CHF | 133'456 CHF | 99.98% | 99.98% |
11.07.2024 | 0.60% | 16.87 CHF | 16.97 CHF | 8'200 | 8'200 | 8'200 | 8'200 | 135'214 CHF | 136'034 CHF | 99.78% | 99.78% |
10.07.2024 | 0.64% | 15.79 CHF | 15.89 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 130'716 CHF | 131'554 CHF | 99.99% | 99.99% |
09.07.2024 | 0.61% | 15.77 CHF | 15.87 CHF | 8'200 | 8'200 | 8'016 | 8'016 | 130'505 CHF | 131'307 CHF | 99.71% | 99.71% |
08.07.2024 | 0.55% | 16.25 CHF | 16.34 CHF | 8'500 | 8'500 | 8'512 | 8'512 | 137'703 CHF | 138'469 CHF | 99.99% | 99.99% |
05.07.2024 | 0.62% | 15.22 CHF | 15.31 CHF | 8'400 | 8'400 | 8'389 | 8'389 | 131'403 CHF | 132'226 CHF | 99.76% | 99.76% |
04.07.2024 | 0.58% | 15.58 CHF | 15.67 CHF | 8'800 | 8'800 | 8'799 | 8'799 | 135'962 CHF | 136'754 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 14.83 CHF | 14.92 CHF | 9'300 | 9'300 | 9'310 | 9'310 | 135'479 CHF | 136'317 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 14.03 CHF | 14.12 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 123'091 CHF | 123'901 CHF | 99.95% | 99.95% |