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 | 1.01% | 27.70 CHF | 27.98 CHF | 19'999 | 18'622 | 19'999 | 19'897 | 554'220 CHF | 556'974 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 27.75 CHF | 28.03 CHF | 20'000 | 18'320 | 20'000 | 19'642 | 553'199 CHF | 548'772 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 27.63 CHF | 27.91 CHF | 19'999 | 19'155 | 19'999 | 19'918 | 553'005 CHF | 556'353 CHF | 100.00% | 100.00% |
10.07.2024 | 1.01% | 27.55 CHF | 27.83 CHF | 18'519 | 8'084 | 19'085 | 9'031 | 524'137 CHF | 250'545 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 27.43 CHF | 27.71 CHF | 19'965 | 19'237 | 19'966 | 19'320 | 548'353 CHF | 536'018 CHF | 100.00% | 100.00% |
08.07.2024 | 1.02% | 27.44 CHF | 27.72 CHF | 19'937 | 17'232 | 19'962 | 17'521 | 547'388 CHF | 485'333 CHF | 99.05% | 99.05% |
05.07.2024 | 1.02% | 27.42 CHF | 27.70 CHF | 19'985 | 19'638 | 19'986 | 19'959 | 548'296 CHF | 553'153 CHF | 100.00% | 100.00% |
04.07.2024 | 1.02% | 27.42 CHF | 27.70 CHF | 16'344 | 11'723 | 16'823 | 12'797 | 461'361 CHF | 354'521 CHF | 100.00% | 100.00% |
03.07.2024 | 0.99% | 27.39 CHF | 27.67 CHF | 19'955 | 19'622 | 19'956 | 19'964 | 545'347 CHF | 550'966 CHF | 99.93% | 99.93% |
02.07.2024 | 0.99% | 27.26 CHF | 27.53 CHF | 19'832 | 15'220 | 19'947 | 15'688 | 543'687 CHF | 431'818 CHF | 100.00% | 100.00% |