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 | 0.76% | 18.15 CHF | 18.20 CHF | 3'340 | 3'340 | 2'254 | 2'254 | 40'118 CHF | 40'396 CHF | 99.97% | 99.97% |
12.07.2024 | 0.76% | 17.85 CHF | 17.90 CHF | 3'370 | 3'370 | 2'253 | 2'253 | 40'132 CHF | 40'409 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 18.00 CHF | 18.05 CHF | 3'340 | 3'340 | 2'197 | 2'197 | 40'808 CHF | 41'077 CHF | 99.80% | 99.80% |
10.07.2024 | 0.73% | 18.65 CHF | 18.70 CHF | 3'270 | 3'270 | 2'192 | 2'192 | 40'745 CHF | 41'015 CHF | 99.90% | 99.90% |
09.07.2024 | 0.73% | 18.65 CHF | 18.70 CHF | 3'270 | 3'270 | 2'187 | 2'187 | 40'604 CHF | 40'874 CHF | 99.46% | 99.46% |
08.07.2024 | 0.73% | 18.50 CHF | 18.55 CHF | 3'290 | 3'290 | 2'198 | 2'198 | 40'665 CHF | 40'935 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 18.65 CHF | 18.70 CHF | 3'280 | 3'280 | 2'224 | 2'224 | 40'368 CHF | 40'642 CHF | 100.00% | 100.00% |
04.07.2024 | 1.12% | 17.95 CHF | 18.15 CHF | 668 | 668 | 662 | 662 | 11'854 CHF | 11'986 CHF | 99.08% | 99.08% |
03.07.2024 | 0.76% | 17.90 CHF | 17.95 CHF | 3'350 | 3'350 | 2'240 | 2'240 | 39'958 CHF | 40'233 CHF | 99.66% | 99.66% |
02.07.2024 | 0.78% | 17.60 CHF | 17.65 CHF | 3'360 | 3'360 | 2'257 | 2'257 | 39'302 CHF | 39'580 CHF | 99.75% | 99.75% |