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 | 0.28% | 18.15 CHF | 18.20 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 103'337 CHF | 103'620 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 18.20 CHF | 18.25 CHF | 5'700 | 5'700 | 5'652 | 5'652 | 102'547 CHF | 102'830 CHF | 100.00% | 100.00% |
11.07.2024 | 0.27% | 18.35 CHF | 18.40 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 103'697 CHF | 103'980 CHF | 100.00% | 100.00% |
10.07.2024 | 0.28% | 18.30 CHF | 18.35 CHF | 5'700 | 5'700 | 5'647 | 5'647 | 102'454 CHF | 102'737 CHF | 100.00% | 100.00% |
09.07.2024 | 0.28% | 17.90 CHF | 17.95 CHF | 5'700 | 5'700 | 5'664 | 5'664 | 101'854 CHF | 102'137 CHF | 99.91% | 99.91% |
08.07.2024 | 0.28% | 17.85 CHF | 17.90 CHF | 5'800 | 5'800 | 5'661 | 5'661 | 101'706 CHF | 101'990 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 17.40 CHF | 17.45 CHF | 5'800 | 5'800 | 5'749 | 5'749 | 100'756 CHF | 101'044 CHF | 100.00% | 100.00% |
04.07.2024 | 0.29% | 17.55 CHF | 17.60 CHF | 5'800 | 5'800 | 5'761 | 5'761 | 100'774 CHF | 101'063 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 17.10 CHF | 17.15 CHF | 5'900 | 5'900 | 5'852 | 5'852 | 99'779 CHF | 100'072 CHF | 99.87% | 99.87% |
02.07.2024 | 0.29% | 17.50 CHF | 17.55 CHF | 5'800 | 5'800 | 5'781 | 5'781 | 100'367 CHF | 100'656 CHF | 100.00% | 100.00% |