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 | 0.34% | 14.44 CHF | 14.49 CHF | 4'700 | 4'700 | 4'681 | 4'681 | 69'160 CHF | 69'394 CHF | 99.98% | 99.98% |
12.07.2024 | 0.31% | 13.80 CHF | 13.84 CHF | 5'400 | 5'400 | 5'485 | 5'485 | 71'535 CHF | 71'754 CHF | 99.97% | 99.97% |
11.07.2024 | 0.36% | 11.95 CHF | 11.99 CHF | 6'500 | 6'500 | 6'473 | 6'473 | 71'400 CHF | 71'659 CHF | 99.76% | 99.76% |
10.07.2024 | 0.30% | 10.48 CHF | 10.51 CHF | 7'500 | 7'500 | 7'597 | 7'597 | 75'069 CHF | 75'297 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 9.09 CHF | 9.12 CHF | 7'100 | 7'100 | 7'040 | 7'040 | 67'727 CHF | 67'938 CHF | 99.74% | 99.74% |
08.07.2024 | 0.38% | 10.01 CHF | 10.05 CHF | 6'500 | 6'500 | 6'479 | 6'479 | 68'534 CHF | 68'793 CHF | 99.98% | 99.98% |
05.07.2024 | 0.32% | 10.45 CHF | 10.48 CHF | 6'700 | 6'700 | 6'672 | 6'672 | 72'267 CHF | 72'501 CHF | 99.78% | 99.78% |
04.07.2024 | 0.31% | 10.01 CHF | 10.04 CHF | 7'000 | 7'000 | 7'259 | 7'259 | 69'754 CHF | 69'972 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 9.70 CHF | 9.73 CHF | 7'700 | 7'700 | 7'563 | 7'563 | 72'963 CHF | 73'190 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 8.64 CHF | 8.67 CHF | 6'900 | 6'900 | 6'878 | 6'878 | 57'757 CHF | 57'964 CHF | 99.39% | 99.39% |