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% | 33.61 CHF | 33.95 CHF | 10'000 | 9'259 | 10'000 | 9'280 | 333'894 CHF | 312'992 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 33.19 CHF | 33.52 CHF | 9'950 | 9'835 | 9'963 | 9'835 | 329'800 CHF | 328'813 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 32.97 CHF | 33.30 CHF | 10'000 | 9'020 | 10'000 | 9'402 | 328'906 CHF | 312'330 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 32.83 CHF | 33.16 CHF | 10'000 | 9'764 | 10'000 | 9'788 | 328'087 CHF | 324'349 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 32.64 CHF | 32.97 CHF | 9'697 | 9'738 | 9'789 | 9'777 | 319'846 CHF | 322'678 CHF | 100.00% | 100.00% |
08.07.2024 | 1.01% | 32.61 CHF | 32.94 CHF | 10'000 | 9'880 | 10'000 | 9'960 | 325'276 CHF | 327'234 CHF | 99.95% | 99.95% |
05.07.2024 | 1.01% | 32.44 CHF | 32.77 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 325'662 CHF | 328'962 CHF | 100.00% | 100.00% |
04.07.2024 | 1.01% | 32.63 CHF | 32.96 CHF | 10'000 | 9'819 | 10'000 | 9'935 | 326'222 CHF | 327'391 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 32.62 CHF | 32.95 CHF | 10'000 | 9'599 | 10'000 | 9'666 | 327'358 CHF | 319'614 CHF | 99.93% | 99.93% |
02.07.2024 | 1.01% | 32.56 CHF | 32.89 CHF | 10'000 | 9'313 | 10'000 | 9'392 | 325'192 CHF | 308'514 CHF | 100.00% | 100.00% |