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 | 0.29% | 49.90 CHF | 50.05 CHF | 2'700 | 2'700 | 2'704 | 2'704 | 137'710 CHF | 138'116 CHF | 99.97% | 99.97% |
12.07.2024 | 0.32% | 51.65 CHF | 51.80 CHF | 2'900 | 2'900 | 2'972 | 2'972 | 139'527 CHF | 139'973 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 48.15 CHF | 48.25 CHF | 3'100 | 3'100 | 3'086 | 3'086 | 143'926 CHF | 144'238 CHF | 99.37% | 99.37% |
10.07.2024 | 0.22% | 45.60 CHF | 45.70 CHF | 3'200 | 3'200 | 3'187 | 3'187 | 144'464 CHF | 144'783 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 43.55 CHF | 43.70 CHF | 2'900 | 2'900 | 2'802 | 2'802 | 133'967 CHF | 134'387 CHF | 99.99% | 99.99% |
08.07.2024 | 0.31% | 50.10 CHF | 50.25 CHF | 2'700 | 2'700 | 2'609 | 2'609 | 140'302 CHF | 140'739 CHF | 99.99% | 99.99% |
05.07.2024 | 0.30% | 51.65 CHF | 51.80 CHF | 2'900 | 2'900 | 2'790 | 2'790 | 151'783 CHF | 152'241 CHF | 91.06% | 91.06% |
04.07.2024 | 0.30% | 48.75 CHF | 48.90 CHF | 2'800 | 2'800 | 2'788 | 2'788 | 137'188 CHF | 137'607 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 49.55 CHF | 49.65 CHF | 3'100 | 3'100 | 3'087 | 3'087 | 149'683 CHF | 149'995 CHF | 99.99% | 99.99% |
02.07.2024 | 0.29% | 44.95 CHF | 45.10 CHF | 3'100 | 3'100 | 3'079 | 3'079 | 135'887 CHF | 136'278 CHF | 99.94% | 99.94% |