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 | 0.44% | 25.25 CHF | 25.30 CHF | 6'500 | 6'500 | 2'810 | 2'810 | 71'330 CHF | 71'575 CHF | 99.36% | 99.36% |
12.07.2024 | 0.45% | 25.14 CHF | 25.19 CHF | 7'000 | 7'000 | 3'027 | 3'027 | 71'547 CHF | 71'795 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 24.29 CHF | 24.34 CHF | 6'100 | 6'100 | 2'539 | 2'539 | 67'031 CHF | 67'309 CHF | 99.92% | 99.92% |
10.07.2024 | 0.45% | 26.64 CHF | 26.69 CHF | 6'700 | 6'700 | 2'835 | 2'835 | 72'636 CHF | 72'882 CHF | 99.99% | 99.99% |
09.07.2024 | 0.45% | 25.08 CHF | 25.13 CHF | 6'700 | 6'700 | 2'913 | 2'913 | 73'268 CHF | 73'523 CHF | 99.63% | 99.63% |
08.07.2024 | 0.46% | 24.76 CHF | 24.81 CHF | 6'700 | 6'700 | 2'869 | 2'869 | 70'360 CHF | 70'609 CHF | 99.86% | 99.86% |
05.07.2024 | 0.52% | 24.05 CHF | 24.11 CHF | 5'900 | 5'900 | 2'475 | 2'475 | 65'817 CHF | 66'097 CHF | 99.64% | 99.64% |
04.07.2024 | 0.53% | 29.05 CHF | 29.15 CHF | 1'700 | 1'700 | 1'593 | 1'593 | 45'712 CHF | 45'951 CHF | 98.99% | 98.99% |
03.07.2024 | 0.45% | 27.25 CHF | 27.30 CHF | 6'200 | 6'200 | 2'678 | 2'678 | 69'629 CHF | 69'870 CHF | 99.57% | 99.57% |
02.07.2024 | 0.46% | 24.68 CHF | 24.73 CHF | 6'600 | 6'600 | 2'812 | 2'812 | 67'685 CHF | 67'929 CHF | 98.80% | 98.80% |