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 | 0.88% | 29.10 CHF | 29.35 CHF | 5'200 | 5'200 | 5'200 | 5'200 | 147'456 CHF | 148'753 CHF | 99.09% | 99.09% |
12.07.2024 | 0.85% | 30.40 CHF | 30.65 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 161'120 CHF | 162'495 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 28.30 CHF | 28.55 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 157'654 CHF | 159'028 CHF | 99.99% | 99.99% |
10.07.2024 | 0.76% | 27.45 CHF | 27.65 CHF | 6'200 | 6'200 | 6'200 | 6'200 | 163'410 CHF | 164'650 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 23.50 CHF | 23.73 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 137'723 CHF | 139'004 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 28.75 CHF | 29.00 CHF | 5'400 | 5'400 | 5'400 | 5'400 | 166'703 CHF | 168'053 CHF | 99.99% | 99.99% |
05.07.2024 | 0.85% | 28.10 CHF | 28.35 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 146'912 CHF | 148'162 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 31.45 CHF | 31.70 CHF | 5'700 | 5'700 | 5'700 | 5'700 | 176'223 CHF | 177'648 CHF | 100.00% | 100.00% |
03.07.2024 | 0.73% | 27.25 CHF | 27.45 CHF | 6'700 | 6'700 | 6'700 | 6'700 | 180'654 CHF | 181'976 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 22.54 CHF | 22.75 CHF | 5'900 | 5'900 | 5'900 | 5'900 | 131'535 CHF | 132'774 CHF | 99.97% | 99.97% |