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 | 0.22% | 38.60 CHF | 38.75 CHF | 11'200 | 11'200 | 7'012 | 7'012 | 256'947 CHF | 257'342 CHF | 1.53% | 99.90% |
12.07.2024 | 0.25% | 36.35 CHF | 36.40 CHF | 11'400 | 11'400 | 4'001 | 4'001 | 144'986 CHF | 145'262 CHF | 99.90% | 99.90% |
11.07.2024 | 0.22% | 37.60 CHF | 37.65 CHF | 9'700 | 9'700 | 3'388 | 3'388 | 134'861 CHF | 135'094 CHF | 100.00% | 100.00% |
10.07.2024 | 0.20% | 41.55 CHF | 41.60 CHF | 9'400 | 9'400 | 3'221 | 3'221 | 139'161 CHF | 139'381 CHF | 99.76% | 99.76% |
09.07.2024 | 0.20% | 46.00 CHF | 46.05 CHF | 9'000 | 9'000 | 3'145 | 3'145 | 141'498 CHF | 141'716 CHF | 99.77% | 99.77% |
08.07.2024 | 0.29% | 44.40 CHF | 44.45 CHF | 8'800 | 8'800 | 3'109 | 3'109 | 137'782 CHF | 138'055 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 46.15 CHF | 46.20 CHF | 9'100 | 9'100 | 3'181 | 3'181 | 140'792 CHF | 141'012 CHF | 99.81% | 99.81% |
04.07.2024 | 0.28% | 43.30 CHF | 43.50 CHF | 950 | 950 | 1'437 | 1'437 | 61'966 CHF | 62'130 CHF | 99.05% | 99.05% |
03.07.2024 | 0.21% | 43.00 CHF | 43.05 CHF | 9'200 | 9'200 | 3'218 | 3'218 | 137'867 CHF | 138'090 CHF | 98.65% | 98.65% |
02.07.2024 | 0.22% | 43.05 CHF | 43.10 CHF | 9'400 | 9'400 | 3'404 | 3'404 | 141'350 CHF | 141'584 CHF | 100.00% | 100.00% |