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 | 0.36% | 24.40 CHF | 24.49 CHF | 1'100 | 1'100 | 1'190 | 1'190 | 29'709 CHF | 29'816 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 23.13 CHF | 23.23 CHF | 1'100 | 1'100 | 1'095 | 1'095 | 25'374 CHF | 25'483 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 23.76 CHF | 23.86 CHF | 1'100 | 1'100 | 1'095 | 1'095 | 26'844 CHF | 26'953 CHF | 99.96% | 99.96% |
10.07.2024 | 0.41% | 24.41 CHF | 24.51 CHF | 1'100 | 1'100 | 1'095 | 1'095 | 26'580 CHF | 26'689 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 24.50 CHF | 24.59 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 28'934 CHF | 29'041 CHF | 99.99% | 99.99% |
08.07.2024 | 0.35% | 22.54 CHF | 22.62 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 29'868 CHF | 29'972 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 21.47 CHF | 21.55 CHF | 1'400 | 1'400 | 1'317 | 1'317 | 26'718 CHF | 26'824 CHF | 99.80% | 99.80% |
04.07.2024 | 0.39% | 19.98 CHF | 20.06 CHF | 1'400 | 1'400 | 1'394 | 1'394 | 28'296 CHF | 28'407 CHF | 99.49% | 99.49% |
03.07.2024 | 0.52% | 19.57 CHF | 19.67 CHF | 1'100 | 1'100 | 1'096 | 1'096 | 21'230 CHF | 21'339 CHF | 99.37% | 99.37% |
02.07.2024 | 0.38% | 23.46 CHF | 23.55 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 28'612 CHF | 28'719 CHF | 99.96% | 99.96% |