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 | 0.50% | 29.35 CHF | 29.50 CHF | 5'300 | 5'300 | 5'230 | 5'230 | 157'475 CHF | 158'260 CHF | 99.99% | 99.99% |
12.07.2024 | 0.50% | 29.65 CHF | 29.80 CHF | 5'300 | 5'300 | 5'300 | 5'300 | 157'647 CHF | 158'442 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 29.60 CHF | 29.75 CHF | 5'300 | 5'300 | 5'285 | 5'285 | 159'366 CHF | 160'159 CHF | 99.84% | 99.84% |
10.07.2024 | 0.52% | 29.20 CHF | 29.35 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 158'570 CHF | 159'395 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 28.30 CHF | 28.45 CHF | 5'500 | 5'500 | 5'496 | 5'496 | 156'961 CHF | 157'786 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 28.15 CHF | 28.30 CHF | 5'700 | 5'700 | 5'700 | 5'700 | 159'670 CHF | 160'525 CHF | 99.98% | 99.98% |
05.07.2024 | 0.54% | 27.20 CHF | 27.35 CHF | 5'600 | 5'600 | 5'610 | 5'610 | 154'176 CHF | 155'017 CHF | 100.00% | 100.00% |
04.07.2024 | 0.53% | 28.35 CHF | 28.50 CHF | 5'600 | 5'600 | 5'606 | 5'606 | 158'681 CHF | 159'522 CHF | 100.00% | 100.00% |
03.07.2024 | 0.54% | 27.65 CHF | 27.80 CHF | 5'500 | 5'500 | 5'506 | 5'506 | 151'863 CHF | 152'688 CHF | 99.98% | 99.98% |
02.07.2024 | 0.52% | 28.55 CHF | 28.70 CHF | 5'300 | 5'300 | 5'271 | 5'271 | 150'342 CHF | 151'133 CHF | 100.00% | 100.00% |