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 | 0.47% | 20.35 CHF | 20.40 CHF | 3'020 | 3'020 | 2'020 | 2'020 | 41'059 CHF | 41'238 CHF | 99.98% | 99.98% |
12.07.2024 | 0.47% | 20.40 CHF | 20.45 CHF | 3'010 | 3'010 | 2'016 | 2'016 | 41'064 CHF | 41'243 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 20.50 CHF | 20.55 CHF | 3'000 | 3'000 | 1'969 | 1'969 | 41'611 CHF | 41'785 CHF | 99.91% | 99.91% |
10.07.2024 | 0.45% | 21.05 CHF | 21.10 CHF | 2'940 | 2'940 | 1'952 | 1'952 | 41'536 CHF | 41'709 CHF | 99.53% | 99.53% |
09.07.2024 | 0.45% | 21.35 CHF | 21.40 CHF | 2'910 | 2'910 | 1'951 | 1'951 | 41'552 CHF | 41'725 CHF | 99.66% | 99.66% |
08.07.2024 | 0.45% | 21.30 CHF | 21.35 CHF | 2'930 | 2'930 | 1'956 | 1'956 | 41'640 CHF | 41'813 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 21.30 CHF | 21.35 CHF | 2'920 | 2'920 | 1'967 | 1'967 | 41'556 CHF | 41'731 CHF | 99.97% | 99.97% |
04.07.2024 | 0.72% | 21.10 CHF | 21.25 CHF | 588 | 588 | 582 | 582 | 12'265 CHF | 12'352 CHF | 99.36% | 99.36% |
03.07.2024 | 0.45% | 21.00 CHF | 21.05 CHF | 2'950 | 2'950 | 1'948 | 1'948 | 41'705 CHF | 41'877 CHF | 99.66% | 99.66% |
02.07.2024 | 0.46% | 21.10 CHF | 21.15 CHF | 2'930 | 2'930 | 1'964 | 1'964 | 41'160 CHF | 41'334 CHF | 99.84% | 99.84% |