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 | 0.20% | 41.55 CHF | 41.60 CHF | 6'400 | 6'400 | 2'904 | 2'904 | 116'064 CHF | 116'252 CHF | 99.56% | 99.56% |
12.07.2024 | 0.21% | 41.60 CHF | 41.65 CHF | 5'900 | 5'900 | 2'642 | 2'642 | 110'400 CHF | 110'599 CHF | 98.41% | 98.41% |
11.07.2024 | 0.28% | 47.70 CHF | 47.75 CHF | 4'900 | 4'900 | 2'242 | 2'242 | 115'549 CHF | 115'804 CHF | 99.92% | 99.92% |
10.07.2024 | 0.30% | 51.90 CHF | 52.00 CHF | 5'000 | 5'000 | 2'265 | 2'265 | 118'144 CHF | 118'440 CHF | 99.99% | 99.99% |
09.07.2024 | 0.30% | 52.10 CHF | 52.20 CHF | 5'000 | 5'000 | 2'265 | 2'265 | 119'012 CHF | 119'308 CHF | 100.00% | 100.00% |
08.07.2024 | 0.28% | 51.70 CHF | 51.80 CHF | 4'700 | 4'700 | 2'114 | 2'114 | 114'693 CHF | 114'969 CHF | 99.89% | 99.89% |
05.07.2024 | 0.20% | 53.00 CHF | 53.10 CHF | 5'500 | 5'500 | 2'558 | 2'558 | 122'412 CHF | 122'622 CHF | 99.14% | 99.14% |
04.07.2024 | 0.22% | 46.30 CHF | 46.40 CHF | 2'300 | 2'300 | 1'874 | 1'874 | 85'639 CHF | 85'827 CHF | 99.90% | 99.90% |
03.07.2024 | 0.21% | 45.10 CHF | 45.15 CHF | 5'800 | 5'800 | 2'606 | 2'606 | 118'521 CHF | 118'717 CHF | 96.93% | 96.93% |
02.07.2024 | 0.21% | 43.65 CHF | 43.70 CHF | 5'900 | 5'900 | 2'663 | 2'663 | 114'542 CHF | 114'745 CHF | 99.98% | 99.98% |