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 | 0.27% | 18.05 CHF | 18.10 CHF | 7'000 | 7'000 | 6'979 | 6'979 | 131'054 CHF | 131'403 CHF | 99.94% | 99.94% |
12.07.2024 | 0.23% | 20.88 CHF | 20.92 CHF | 8'400 | 8'400 | 8'445 | 8'445 | 149'675 CHF | 150'013 CHF | 99.98% | 99.98% |
11.07.2024 | 0.26% | 16.47 CHF | 16.51 CHF | 9'500 | 9'500 | 9'458 | 9'458 | 146'315 CHF | 146'693 CHF | 99.89% | 99.89% |
10.07.2024 | 0.29% | 15.00 CHF | 15.04 CHF | 10'700 | 10'700 | 10'816 | 10'816 | 151'103 CHF | 151'536 CHF | 99.99% | 99.99% |
09.07.2024 | 0.28% | 12.64 CHF | 12.68 CHF | 9'300 | 9'300 | 9'110 | 9'110 | 129'123 CHF | 129'487 CHF | 99.70% | 99.70% |
08.07.2024 | 0.24% | 15.96 CHF | 16.00 CHF | 9'000 | 9'000 | 8'963 | 8'963 | 146'364 CHF | 146'723 CHF | 99.25% | 99.25% |
05.07.2024 | 0.23% | 15.95 CHF | 15.99 CHF | 8'900 | 8'900 | 8'781 | 8'781 | 151'789 CHF | 152'140 CHF | 99.97% | 99.97% |
04.07.2024 | 0.25% | 16.23 CHF | 16.27 CHF | 9'100 | 9'100 | 9'062 | 9'062 | 143'744 CHF | 144'107 CHF | 99.55% | 99.55% |
03.07.2024 | 0.26% | 15.76 CHF | 15.80 CHF | 9'800 | 9'800 | 9'793 | 9'793 | 147'830 CHF | 148'222 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 14.46 CHF | 14.50 CHF | 9'000 | 9'000 | 8'963 | 8'963 | 130'160 CHF | 130'518 CHF | 99.90% | 99.90% |