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% | 29.31 CHF | 29.60 CHF | 10'040 | 11'302 | 10'368 | 11'417 | 304'148 CHF | 338'241 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 29.37 CHF | 29.67 CHF | 11'370 | 5'955 | 11'489 | 7'045 | 335'791 CHF | 207'907 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 29.21 CHF | 29.50 CHF | 11'785 | 10'755 | 11'808 | 11'582 | 345'192 CHF | 341'949 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 29.11 CHF | 29.40 CHF | 7'108 | 4'482 | 7'503 | 5'060 | 217'389 CHF | 148'056 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 28.93 CHF | 29.22 CHF | 11'719 | 9'610 | 11'725 | 10'278 | 339'845 CHF | 300'890 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 28.96 CHF | 29.25 CHF | 11'532 | 6'378 | 11'717 | 6'956 | 339'072 CHF | 203'290 CHF | 99.95% | 99.95% |
05.07.2024 | 1.00% | 28.91 CHF | 29.20 CHF | 11'948 | 9'818 | 11'950 | 10'240 | 345'714 CHF | 299'214 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 28.94 CHF | 29.23 CHF | 11'983 | 9'811 | 11'983 | 10'146 | 346'988 CHF | 296'722 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 28.92 CHF | 29.21 CHF | 10'583 | 8'155 | 11'120 | 11'632 | 320'812 CHF | 338'961 CHF | 99.93% | 99.93% |
02.07.2024 | 0.99% | 28.73 CHF | 29.02 CHF | 12'000 | 12'000 | 11'728 | 27'485 | 337'155 CHF | 798'176 CHF | 100.00% | 100.00% |