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 | 1.07% | 18.15 CHF | 18.35 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 92'926 CHF | 93'917 CHF | 100.00% | 100.00% |
12.07.2024 | 1.09% | 18.40 CHF | 18.60 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 91'514 CHF | 92'506 CHF | 100.00% | 100.00% |
11.07.2024 | 1.07% | 18.40 CHF | 18.60 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 93'107 CHF | 94'098 CHF | 99.93% | 99.93% |
10.07.2024 | 0.85% | 18.10 CHF | 18.25 CHF | 5'500 | 5'500 | 5'448 | 5'448 | 97'128 CHF | 97'946 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 17.45 CHF | 17.60 CHF | 5'500 | 5'500 | 5'448 | 5'448 | 96'036 CHF | 96'854 CHF | 99.58% | 99.58% |
08.07.2024 | 0.88% | 17.30 CHF | 17.45 CHF | 5'500 | 5'500 | 5'448 | 5'448 | 93'714 CHF | 94'532 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 16.60 CHF | 16.75 CHF | 5'500 | 5'500 | 5'448 | 5'448 | 91'590 CHF | 92'408 CHF | 99.82% | 99.82% |
04.07.2024 | 0.87% | 17.50 CHF | 17.65 CHF | 5'500 | 5'500 | 5'448 | 5'448 | 95'007 CHF | 95'825 CHF | 100.00% | 100.00% |
03.07.2024 | 1.19% | 16.90 CHF | 17.10 CHF | 5'500 | 5'500 | 5'448 | 5'448 | 91'773 CHF | 92'864 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 17.55 CHF | 17.75 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 87'090 CHF | 88'081 CHF | 100.00% | 100.00% |