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 | 0.34% | 17.59 CHF | 17.65 CHF | 7'700 | 7'700 | 7'668 | 7'668 | 135'182 CHF | 135'642 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 18.35 CHF | 18.41 CHF | 8'000 | 8'000 | 7'967 | 7'967 | 144'047 CHF | 144'525 CHF | 99.99% | 99.99% |
11.07.2024 | 0.34% | 17.09 CHF | 17.15 CHF | 7'800 | 7'800 | 7'768 | 7'768 | 136'044 CHF | 136'510 CHF | 99.91% | 99.91% |
10.07.2024 | 0.34% | 17.89 CHF | 17.95 CHF | 8'200 | 8'200 | 8'167 | 8'167 | 142'502 CHF | 142'992 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 16.58 CHF | 16.64 CHF | 7'800 | 7'800 | 7'645 | 7'645 | 129'260 CHF | 129'718 CHF | 99.99% | 99.99% |
08.07.2024 | 0.32% | 17.91 CHF | 17.97 CHF | 7'700 | 7'700 | 7'668 | 7'668 | 141'430 CHF | 141'890 CHF | 99.98% | 99.98% |
05.07.2024 | 0.33% | 17.86 CHF | 17.92 CHF | 7'900 | 7'900 | 7'867 | 7'867 | 141'822 CHF | 142'294 CHF | 99.99% | 99.99% |
04.07.2024 | 0.34% | 17.52 CHF | 17.58 CHF | 7'900 | 7'900 | 7'867 | 7'867 | 138'458 CHF | 138'930 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 17.42 CHF | 17.47 CHF | 8'500 | 8'500 | 8'579 | 8'579 | 143'944 CHF | 144'373 CHF | 100.00% | 100.00% |
02.07.2024 | 0.37% | 16.11 CHF | 16.17 CHF | 8'200 | 8'200 | 8'166 | 8'166 | 131'652 CHF | 132'142 CHF | 99.96% | 99.96% |