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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.99% | 20.30 CHF | 20.50 CHF | 8'879 | 9'474 | 9'524 | 9'816 | 192'299 CHF | 200'153 CHF | 100.00% | 100.00% |
24.07.2024 | 1.02% | 21.55 CHF | 21.77 CHF | 9'996 | 9'838 | 9'996 | 9'980 | 215'359 CHF | 217'212 CHF | 100.00% | 100.00% |
23.07.2024 | 1.01% | 21.79 CHF | 22.01 CHF | 9'303 | 9'992 | 9'948 | 9'992 | 216'318 CHF | 219'467 CHF | 100.00% | 100.00% |
22.07.2024 | 1.00% | 21.79 CHF | 22.01 CHF | 9'800 | 9'846 | 9'816 | 9'939 | 215'573 CHF | 220'462 CHF | 100.00% | 100.00% |
19.07.2024 | 1.00% | 21.32 CHF | 21.53 CHF | 7'705 | 9'518 | 9'239 | 9'959 | 192'774 CHF | 209'985 CHF | 100.00% | 100.00% |
18.07.2024 | 1.00% | 20.72 CHF | 20.93 CHF | 7'620 | 9'752 | 7'929 | 9'805 | 166'076 CHF | 207'409 CHF | 100.00% | 100.00% |
17.07.2024 | 1.00% | 21.25 CHF | 21.46 CHF | 9'986 | 9'603 | 9'989 | 9'787 | 213'077 CHF | 210'883 CHF | 100.00% | 100.00% |
16.07.2024 | 1.00% | 21.16 CHF | 21.37 CHF | 9'926 | 8'015 | 9'929 | 9'205 | 207'547 CHF | 194'313 CHF | 100.00% | 100.00% |
15.07.2024 | 1.01% | 20.70 CHF | 20.91 CHF | 9'394 | 7'701 | 9'431 | 9'010 | 194'933 CHF | 188'154 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 19.05 CHF | 19.24 CHF | 8'916 | 9'924 | 9'402 | 9'935 | 177'450 CHF | 189'417 CHF | 100.00% | 100.00% |