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 | 0.74% | 29.80 CHF | 30.05 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 119'322 CHF | 120'210 CHF | 54.61% | 54.61% |
12.07.2024 | 0.75% | 30.25 CHF | 30.50 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 120'062 CHF | 120'964 CHF | 87.40% | 87.40% |
11.07.2024 | 0.75% | 29.38 CHF | 29.60 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 117'449 CHF | 118'330 CHF | 1.36% | 1.36% |
10.07.2024 | 0.76% | 29.36 CHF | 29.58 CHF | 4'000 | 4'000 | 3'961 | 3'961 | 116'390 CHF | 117'267 CHF | 92.68% | 92.68% |
09.07.2024 | 1.24% | 28.86 CHF | 29.22 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 57'707 CHF | 58'427 CHF | 1.87% | 1.87% |
08.07.2024 | 0.75% | 29.90 CHF | 30.10 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 120'290 CHF | 121'190 CHF | 98.27% | 98.27% |
05.07.2024 | 0.76% | 30.55 CHF | 30.75 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 123'293 CHF | 124'231 CHF | 90.97% | 90.97% |
04.07.2024 | 0.77% | 30.70 CHF | 30.95 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 122'935 CHF | 123'881 CHF | 74.62% | 74.62% |
03.07.2024 | 0.74% | 30.70 CHF | 30.95 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 122'373 CHF | 123'280 CHF | 88.67% | 88.67% |
02.07.2024 | 0.75% | 30.10 CHF | 30.35 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 119'403 CHF | 120'301 CHF | 98.37% | 98.37% |