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 | 0.74% | 26.98 CHF | 27.18 CHF | 11'119 | 11'037 | 10'933 | 11'005 | 295'850 CHF | 299'987 CHF | 99.98% | 99.98% |
12.07.2024 | 0.74% | 27.07 CHF | 27.27 CHF | 11'082 | 10'534 | 11'097 | 10'646 | 299'982 CHF | 289'917 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 26.86 CHF | 27.06 CHF | 11'169 | 9'088 | 10'877 | 10'919 | 292'832 CHF | 296'162 CHF | 99.93% | 99.93% |
10.07.2024 | 0.75% | 26.79 CHF | 26.99 CHF | 11'078 | 10'992 | 11'173 | 11'104 | 298'118 CHF | 298'518 CHF | 99.98% | 99.98% |
09.07.2024 | 0.75% | 26.56 CHF | 26.76 CHF | 11'295 | 10'521 | 11'296 | 10'888 | 299'988 CHF | 291'350 CHF | 99.98% | 99.98% |
08.07.2024 | 0.75% | 26.54 CHF | 26.74 CHF | 11'303 | 11'219 | 11'239 | 11'157 | 298'758 CHF | 298'830 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 26.50 CHF | 26.70 CHF | 11'195 | 11'235 | 11'230 | 11'197 | 298'617 CHF | 299'989 CHF | 99.96% | 99.96% |
04.07.2024 | 0.75% | 26.62 CHF | 26.82 CHF | 11'269 | 11'185 | 11'214 | 11'166 | 298'246 CHF | 299'204 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 26.45 CHF | 26.65 CHF | 11'340 | 11'257 | 11'351 | 11'161 | 299'977 CHF | 297'189 CHF | 99.99% | 99.99% |
02.07.2024 | 0.76% | 26.32 CHF | 26.52 CHF | 11'398 | 11'312 | 11'369 | 11'280 | 299'460 CHF | 299'376 CHF | 99.98% | 99.98% |