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 | 1.27% | 12.38 CHF | 12.43 CHF | 3'600 | 3'600 | 1'695 | 1'695 | 19'636 CHF | 19'825 CHF | 99.51% | 99.51% |
12.07.2024 | 1.29% | 10.77 CHF | 10.81 CHF | 4'100 | 4'100 | 1'895 | 1'895 | 19'377 CHF | 19'557 CHF | 99.56% | 99.56% |
11.07.2024 | 1.34% | 9.59 CHF | 9.63 CHF | 4'600 | 4'600 | 2'124 | 2'124 | 18'880 CHF | 19'064 CHF | 99.14% | 99.14% |
10.07.2024 | 1.34% | 7.78 CHF | 7.82 CHF | 4'800 | 4'800 | 2'148 | 2'148 | 17'604 CHF | 17'787 CHF | 99.89% | 99.89% |
09.07.2024 | 1.34% | 8.20 CHF | 8.24 CHF | 4'800 | 4'800 | 2'168 | 2'168 | 18'259 CHF | 18'445 CHF | 99.99% | 99.99% |
08.07.2024 | 1.33% | 8.40 CHF | 8.44 CHF | 4'500 | 4'500 | 2'001 | 2'001 | 17'855 CHF | 18'036 CHF | 99.81% | 99.81% |
05.07.2024 | 1.33% | 8.65 CHF | 8.69 CHF | 4'800 | 4'800 | 2'156 | 2'156 | 18'306 CHF | 18'489 CHF | 98.15% | 98.15% |
04.07.2024 | 1.51% | 8.24 CHF | 8.34 CHF | 1'900 | 1'900 | 1'528 | 1'528 | 12'724 CHF | 12'909 CHF | 99.68% | 99.68% |
03.07.2024 | 1.31% | 8.78 CHF | 8.82 CHF | 4'700 | 4'700 | 2'123 | 2'123 | 18'381 CHF | 18'564 CHF | 99.90% | 99.90% |
02.07.2024 | 1.35% | 8.42 CHF | 8.46 CHF | 4'900 | 4'900 | 2'248 | 2'248 | 18'521 CHF | 18'708 CHF | 99.12% | 99.12% |