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% | 19.30 CHF | 19.45 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 117'809 CHF | 118'702 CHF | 99.99% | 99.99% |
12.07.2024 | 0.77% | 19.50 CHF | 19.65 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 116'366 CHF | 117'259 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 19.50 CHF | 19.65 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 117'981 CHF | 118'874 CHF | 99.97% | 99.97% |
10.07.2024 | 0.80% | 19.20 CHF | 19.35 CHF | 6'000 | 6'000 | 5'964 | 5'964 | 113'200 CHF | 114'096 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 18.65 CHF | 18.80 CHF | 6'500 | 6'500 | 6'288 | 6'288 | 118'266 CHF | 119'210 CHF | 99.60% | 99.60% |
08.07.2024 | 0.82% | 18.55 CHF | 18.70 CHF | 6'500 | 6'500 | 6'439 | 6'439 | 118'760 CHF | 119'727 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 17.90 CHF | 18.05 CHF | 6'500 | 6'500 | 6'439 | 6'439 | 116'573 CHF | 117'540 CHF | 99.89% | 99.89% |
04.07.2024 | 0.81% | 18.70 CHF | 18.85 CHF | 6'500 | 6'500 | 6'439 | 6'439 | 120'037 CHF | 121'003 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 18.25 CHF | 18.40 CHF | 6'000 | 6'000 | 6'140 | 6'140 | 111'542 CHF | 112'464 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 18.80 CHF | 18.95 CHF | 6'000 | 6'000 | 5'944 | 5'944 | 111'788 CHF | 112'681 CHF | 99.97% | 99.97% |