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 | 0.99% | 27.04 CHF | 27.31 CHF | 9'997 | 7'612 | 9'997 | 8'008 | 270'503 CHF | 218'839 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 27.08 CHF | 27.35 CHF | 9'989 | 6'271 | 9'989 | 6'947 | 269'864 CHF | 189'538 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 26.97 CHF | 27.24 CHF | 9'702 | 7'401 | 9'708 | 7'857 | 261'998 CHF | 214'170 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 26.93 CHF | 27.20 CHF | 9'904 | 9'286 | 9'928 | 9'938 | 266'583 CHF | 269'534 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 26.81 CHF | 27.08 CHF | 6'022 | 9'513 | 6'455 | 9'945 | 173'253 CHF | 269'632 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 26.82 CHF | 27.09 CHF | 9'675 | 6'966 | 9'684 | 7'279 | 259'495 CHF | 197'005 CHF | 99.96% | 99.96% |
05.07.2024 | 1.00% | 26.81 CHF | 27.08 CHF | 9'962 | 9'879 | 9'963 | 9'894 | 267'274 CHF | 268'089 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 26.79 CHF | 27.06 CHF | 8'664 | 568 | 9'022 | 1'839 | 241'691 CHF | 49'724 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 26.72 CHF | 26.99 CHF | 7'915 | 8'356 | 9'906 | 9'876 | 264'351 CHF | 266'233 CHF | 99.93% | 99.93% |
02.07.2024 | 1.01% | 26.64 CHF | 26.91 CHF | 9'818 | 6'580 | 9'823 | 6'915 | 261'915 CHF | 186'249 CHF | 100.00% | 100.00% |