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 | 1.14% | 19.30 CHF | 19.53 CHF | 5'830 | 2'500 | 5'800 | 2'500 | 116'335 CHF | 50'730 CHF | 99.73% | 99.73% |
12.07.2024 | 1.20% | 19.70 CHF | 19.93 CHF | 5'718 | 2'500 | 5'735 | 2'500 | 111'134 CHF | 49'031 CHF | 99.01% | 99.01% |
11.07.2024 | 1.17% | 20.38 CHF | 20.62 CHF | 5'557 | 2'500 | 5'572 | 2'500 | 113'855 CHF | 51'690 CHF | 98.95% | 98.95% |
10.07.2024 | 1.10% | 20.09 CHF | 20.30 CHF | 6'198 | 2'500 | 6'215 | 2'500 | 120'842 CHF | 49'147 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 18.47 CHF | 18.69 CHF | 6'278 | 2'500 | 6'265 | 2'500 | 117'597 CHF | 47'465 CHF | 100.00% | 100.00% |
08.07.2024 | 1.02% | 18.72 CHF | 18.91 CHF | 6'872 | 2'500 | 6'873 | 2'500 | 128'261 CHF | 47'133 CHF | 83.88% | 83.88% |
05.07.2024 | 1.14% | 16.37 CHF | 16.56 CHF | 6'984 | 2'500 | 6'957 | 2'500 | 117'778 CHF | 42'809 CHF | 98.83% | 98.83% |
04.07.2024 | 1.06% | 16.87 CHF | 17.05 CHF | 7'466 | 5'000 | 7'479 | 5'000 | 125'197 CHF | 84'596 CHF | 100.00% | 100.00% |
03.07.2024 | 1.30% | 15.40 CHF | 15.60 CHF | 6'963 | 2'500 | 6'990 | 2'500 | 106'060 CHF | 38'436 CHF | 99.82% | 99.82% |
02.07.2024 | 1.33% | 17.05 CHF | 17.27 CHF | 6'238 | 2'500 | 6'268 | 2'500 | 102'830 CHF | 41'566 CHF | 99.51% | 99.51% |