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 | 0.77% | 18.05 CHF | 18.10 CHF | 3'340 | 3'340 | 2'254 | 2'254 | 39'949 CHF | 40'227 CHF | 99.93% | 99.93% |
12.07.2024 | 0.76% | 17.75 CHF | 17.80 CHF | 3'370 | 3'370 | 2'253 | 2'253 | 39'962 CHF | 40'238 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 17.90 CHF | 17.95 CHF | 3'340 | 3'340 | 2'198 | 2'198 | 40'668 CHF | 40'938 CHF | 99.88% | 99.88% |
10.07.2024 | 0.73% | 18.55 CHF | 18.60 CHF | 3'280 | 3'280 | 2'193 | 2'193 | 40'591 CHF | 40'860 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 18.55 CHF | 18.60 CHF | 3'270 | 3'270 | 2'188 | 2'188 | 40'465 CHF | 40'735 CHF | 99.66% | 99.66% |
08.07.2024 | 0.73% | 18.45 CHF | 18.50 CHF | 3'290 | 3'290 | 2'198 | 2'198 | 40'501 CHF | 40'771 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 18.55 CHF | 18.60 CHF | 3'280 | 3'280 | 2'222 | 2'222 | 40'154 CHF | 40'428 CHF | 99.85% | 99.85% |
04.07.2024 | 1.12% | 17.85 CHF | 18.05 CHF | 668 | 668 | 661 | 661 | 11'796 CHF | 11'928 CHF | 99.08% | 99.08% |
03.07.2024 | 0.76% | 17.80 CHF | 17.85 CHF | 3'350 | 3'350 | 2'239 | 2'239 | 39'766 CHF | 40'041 CHF | 99.58% | 99.58% |
02.07.2024 | 0.78% | 17.55 CHF | 17.60 CHF | 3'360 | 3'360 | 2'260 | 2'260 | 39'174 CHF | 39'452 CHF | 100.00% | 100.00% |