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 | 0.37% | 40.30 CHF | 40.45 CHF | 2'200 | 2'200 | 2'200 | 2'200 | 89'457 CHF | 89'787 CHF | 99.99% | 99.99% |
12.07.2024 | 0.77% | 21.70 CHF | 21.88 CHF | 1'700 | 1'700 | 1'789 | 1'789 | 41'517 CHF | 41'839 CHF | 99.98% | 99.98% |
11.07.2024 | 0.76% | 24.54 CHF | 24.73 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 42'278 CHF | 42'601 CHF | 99.74% | 99.74% |
10.07.2024 | 0.72% | 26.54 CHF | 26.74 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 44'330 CHF | 44'650 CHF | 99.99% | 99.99% |
09.07.2024 | 0.70% | 27.60 CHF | 27.78 CHF | 1'700 | 1'700 | 1'698 | 1'698 | 43'941 CHF | 44'249 CHF | 99.74% | 99.74% |
08.07.2024 | 0.73% | 25.32 CHF | 25.50 CHF | 1'800 | 1'800 | 1'800 | 1'800 | 44'378 CHF | 44'702 CHF | 99.98% | 99.98% |
05.07.2024 | 0.77% | 25.01 CHF | 25.18 CHF | 1'900 | 1'900 | 1'900 | 1'900 | 41'823 CHF | 42'146 CHF | 99.79% | 99.79% |
04.07.2024 | 0.75% | 23.35 CHF | 23.53 CHF | 1'700 | 1'700 | 1'758 | 1'758 | 42'055 CHF | 42'372 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 24.62 CHF | 24.81 CHF | 1'600 | 1'600 | 1'660 | 1'660 | 42'267 CHF | 42'582 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 26.49 CHF | 26.69 CHF | 1'600 | 1'600 | 1'625 | 1'625 | 46'137 CHF | 46'452 CHF | 99.98% | 99.98% |