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 | 0.18% | 27.15 CHF | 27.20 CHF | 9'100 | 9'100 | 9'078 | 9'078 | 250'834 CHF | 251'288 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 29.15 CHF | 29.20 CHF | 9'900 | 9'900 | 9'942 | 9'942 | 265'171 CHF | 265'659 CHF | 99.99% | 99.99% |
11.07.2024 | 0.16% | 25.67 CHF | 25.71 CHF | 10'600 | 10'600 | 10'554 | 10'554 | 262'411 CHF | 262'833 CHF | 99.89% | 99.89% |
10.07.2024 | 0.17% | 24.49 CHF | 24.53 CHF | 11'200 | 11'200 | 11'314 | 11'314 | 266'616 CHF | 267'069 CHF | 99.99% | 99.99% |
09.07.2024 | 0.17% | 22.42 CHF | 22.46 CHF | 10'800 | 10'800 | 10'509 | 10'509 | 248'369 CHF | 248'789 CHF | 99.70% | 99.70% |
08.07.2024 | 0.16% | 25.05 CHF | 25.09 CHF | 10'400 | 10'400 | 10'357 | 10'357 | 262'287 CHF | 262'702 CHF | 99.23% | 99.23% |
05.07.2024 | 0.18% | 25.04 CHF | 25.08 CHF | 10'400 | 10'400 | 10'196 | 10'196 | 265'950 CHF | 266'438 CHF | 99.97% | 99.97% |
04.07.2024 | 0.16% | 25.27 CHF | 25.31 CHF | 10'500 | 10'500 | 10'457 | 10'457 | 261'130 CHF | 261'548 CHF | 99.55% | 99.55% |
03.07.2024 | 0.16% | 24.91 CHF | 24.95 CHF | 10'800 | 10'800 | 10'825 | 10'825 | 263'515 CHF | 263'948 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 23.78 CHF | 23.82 CHF | 10'600 | 10'600 | 10'556 | 10'556 | 251'489 CHF | 251'911 CHF | 99.92% | 99.92% |