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 | 0.30% | 18.03 CHF | 18.06 CHF | 8'500 | 8'500 | 3'877 | 3'877 | 64'596 CHF | 64'756 CHF | 98.60% | 98.60% |
12.07.2024 | 0.32% | 18.31 CHF | 18.34 CHF | 6'800 | 6'800 | 2'999 | 2'999 | 55'272 CHF | 55'419 CHF | 97.40% | 97.40% |
11.07.2024 | 0.37% | 24.89 CHF | 24.94 CHF | 4'600 | 4'600 | 2'084 | 2'084 | 61'594 CHF | 61'785 CHF | 99.80% | 99.80% |
10.07.2024 | 0.38% | 29.90 CHF | 29.95 CHF | 4'800 | 4'800 | 2'171 | 2'171 | 65'729 CHF | 65'925 CHF | 99.85% | 99.85% |
09.07.2024 | 0.38% | 30.20 CHF | 30.25 CHF | 4'900 | 4'900 | 2'243 | 2'243 | 68'935 CHF | 69'140 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 29.85 CHF | 29.90 CHF | 4'200 | 4'200 | 1'885 | 1'885 | 62'494 CHF | 62'666 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 32.00 CHF | 32.05 CHF | 5'800 | 5'800 | 2'725 | 2'725 | 72'083 CHF | 72'256 CHF | 98.17% | 98.17% |
04.07.2024 | 0.32% | 24.78 CHF | 24.84 CHF | 2'500 | 2'500 | 2'021 | 2'021 | 48'685 CHF | 48'832 CHF | 99.68% | 99.68% |
03.07.2024 | 0.32% | 23.49 CHF | 23.53 CHF | 6'100 | 6'100 | 2'772 | 2'772 | 66'099 CHF | 66'262 CHF | 96.93% | 96.93% |
02.07.2024 | 0.31% | 21.88 CHF | 21.92 CHF | 6'500 | 6'500 | 2'949 | 2'949 | 62'606 CHF | 62'767 CHF | 99.85% | 99.85% |