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 | 1.17% | 0.76 CHF | 0.77 CHF | 26'820 | 26'820 | 26'244 | 26'244 | 22'504 CHF | 22'766 CHF | 99.98% | 99.98% |
12.07.2024 | 1.18% | 0.90 CHF | 0.91 CHF | 26'380 | 26'380 | 26'250 | 26'250 | 22'428 CHF | 22'690 CHF | 100.00% | 100.00% |
11.07.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 26'570 | 26'570 | 26'422 | 26'422 | 20'660 CHF | 20'924 CHF | 99.37% | 99.37% |
10.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 26'730 | 26'730 | 26'524 | 26'524 | 19'365 CHF | 19'630 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 26'790 | 26'790 | 26'421 | 26'421 | 20'175 CHF | 20'439 CHF | 99.58% | 99.58% |
08.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 26'800 | 26'800 | 26'481 | 26'481 | 19'541 CHF | 19'806 CHF | 100.00% | 100.00% |
05.07.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 26'870 | 26'870 | 26'533 | 26'533 | 19'639 CHF | 19'904 CHF | 99.80% | 99.80% |
04.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 26'770 | 26'770 | 26'512 | 26'512 | 19'859 CHF | 20'124 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 26'820 | 26'820 | 26'624 | 26'619 | 18'851 CHF | 19'114 CHF | 100.00% | 100.00% |
02.07.2024 | 1.56% | 0.71 CHF | 0.72 CHF | 26'820 | 26'820 | 26'739 | 26'739 | 17'198 CHF | 17'465 CHF | 99.84% | 99.84% |