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 | 0.31% | 16.35 CHF | 16.40 CHF | 15'720 | 15'720 | 15'560 | 15'560 | 254'852 CHF | 255'631 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 16.70 CHF | 16.75 CHF | 15'880 | 15'880 | 15'797 | 15'797 | 265'311 CHF | 266'102 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 17.05 CHF | 17.10 CHF | 16'050 | 16'050 | 15'939 | 15'939 | 271'770 CHF | 272'568 CHF | 99.99% | 99.99% |
10.07.2024 | 0.29% | 17.25 CHF | 17.30 CHF | 16'230 | 16'230 | 16'217 | 16'217 | 284'507 CHF | 285'319 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 17.75 CHF | 17.80 CHF | 16'500 | 16'500 | 16'304 | 16'304 | 288'275 CHF | 289'091 CHF | 99.50% | 99.50% |
08.07.2024 | 0.28% | 17.90 CHF | 17.95 CHF | 16'590 | 16'590 | 16'412 | 16'412 | 293'432 CHF | 294'253 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 17.90 CHF | 17.95 CHF | 16'590 | 16'590 | 16'327 | 16'327 | 289'082 CHF | 289'899 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 17.90 CHF | 17.95 CHF | 16'620 | 16'620 | 16'536 | 16'536 | 298'115 CHF | 298'943 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 17.60 CHF | 17.65 CHF | 16'430 | 16'430 | 16'195 | 16'195 | 283'958 CHF | 284'769 CHF | 98.96% | 98.96% |
02.07.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 16'200 | 16'200 | 16'101 | 16'101 | 281'025 CHF | 281'831 CHF | 99.99% | 100.00% |