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 | 0.70% | 19.90 CHF | 19.95 CHF | 3'340 | 3'340 | 2'252 | 2'252 | 44'015 CHF | 44'293 CHF | 99.79% | 99.79% |
12.07.2024 | 0.69% | 19.60 CHF | 19.65 CHF | 3'370 | 3'370 | 2'252 | 2'252 | 44'051 CHF | 44'328 CHF | 99.98% | 99.98% |
11.07.2024 | 0.66% | 19.75 CHF | 19.80 CHF | 3'340 | 3'340 | 2'200 | 2'200 | 44'705 CHF | 44'974 CHF | 99.51% | 99.51% |
10.07.2024 | 0.67% | 20.40 CHF | 20.45 CHF | 3'270 | 3'270 | 2'193 | 2'193 | 44'603 CHF | 44'873 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 20.40 CHF | 20.45 CHF | 3'270 | 3'270 | 2'186 | 2'186 | 44'423 CHF | 44'693 CHF | 99.46% | 99.46% |
08.07.2024 | 0.67% | 20.25 CHF | 20.30 CHF | 3'290 | 3'290 | 2'200 | 2'200 | 44'539 CHF | 44'809 CHF | 99.64% | 99.64% |
05.07.2024 | 0.68% | 20.40 CHF | 20.45 CHF | 3'280 | 3'280 | 2'224 | 2'224 | 44'256 CHF | 44'530 CHF | 100.00% | 100.00% |
04.07.2024 | 1.02% | 19.70 CHF | 19.90 CHF | 668 | 668 | 662 | 662 | 13'013 CHF | 13'146 CHF | 99.08% | 99.08% |
03.07.2024 | 0.69% | 19.65 CHF | 19.70 CHF | 3'350 | 3'350 | 2'240 | 2'240 | 43'887 CHF | 44'162 CHF | 99.66% | 99.66% |
02.07.2024 | 0.71% | 19.35 CHF | 19.40 CHF | 3'360 | 3'360 | 2'259 | 2'259 | 43'324 CHF | 43'602 CHF | 99.94% | 99.94% |