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 | 0.74% | 18.75 CHF | 18.80 CHF | 3'340 | 3'340 | 2'254 | 2'254 | 41'428 CHF | 41'706 CHF | 99.97% | 99.97% |
12.07.2024 | 0.74% | 18.40 CHF | 18.45 CHF | 3'370 | 3'370 | 2'253 | 2'253 | 41'431 CHF | 41'708 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 18.60 CHF | 18.65 CHF | 3'340 | 3'340 | 2'198 | 2'198 | 42'100 CHF | 42'369 CHF | 99.85% | 99.85% |
10.07.2024 | 0.71% | 19.25 CHF | 19.30 CHF | 3'280 | 3'280 | 2'193 | 2'193 | 42'033 CHF | 42'303 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 19.20 CHF | 19.25 CHF | 3'270 | 3'270 | 2'187 | 2'187 | 41'881 CHF | 42'151 CHF | 99.49% | 99.49% |
08.07.2024 | 0.71% | 19.10 CHF | 19.15 CHF | 3'290 | 3'290 | 2'198 | 2'198 | 41'933 CHF | 42'203 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 19.20 CHF | 19.25 CHF | 3'280 | 3'280 | 2'222 | 2'222 | 41'615 CHF | 41'889 CHF | 99.88% | 99.88% |
04.07.2024 | 1.08% | 18.55 CHF | 18.75 CHF | 668 | 668 | 661 | 661 | 12'229 CHF | 12'361 CHF | 99.08% | 99.08% |
03.07.2024 | 0.73% | 18.45 CHF | 18.50 CHF | 3'350 | 3'350 | 2'239 | 2'239 | 41'250 CHF | 41'525 CHF | 99.63% | 99.63% |
02.07.2024 | 0.75% | 18.20 CHF | 18.25 CHF | 3'360 | 3'360 | 2'258 | 2'258 | 40'620 CHF | 40'898 CHF | 99.81% | 99.81% |