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 | 3.74% | 26.42 CHF | 26.92 CHF | 10'000 | 3'000 | 10'000 | 1'123 | 236'738 CHF | 28'481 CHF | 99.31% | 99.31% |
12.07.2024 | 3.64% | 24.37 CHF | 24.87 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 240'542 CHF | 27'845 CHF | 99.65% | 99.65% |
11.07.2024 | 2.73% | 26.22 CHF | 26.72 CHF | 10'000 | 3'000 | 10'000 | 1'122 | 319'099 CHF | 35'077 CHF | 99.16% | 99.16% |
10.07.2024 | 2.81% | 31.82 CHF | 32.32 CHF | 10'000 | 3'000 | 10'000 | 1'122 | 313'236 CHF | 36'371 CHF | 99.59% | 99.59% |
09.07.2024 | 2.84% | 31.87 CHF | 32.37 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 311'382 CHF | 36'416 CHF | 99.65% | 99.65% |
08.07.2024 | 2.79% | 31.06 CHF | 31.56 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 313'856 CHF | 35'105 CHF | 99.65% | 99.65% |
05.07.2024 | 3.17% | 32.36 CHF | 32.86 CHF | 10'000 | 3'000 | 10'000 | 1'128 | 280'404 CHF | 34'189 CHF | 98.31% | 98.31% |
04.07.2024 | 3.71% | 26.88 CHF | 27.88 CHF | 10'000 | 600 | 10'000 | 600 | 264'626 CHF | 16'478 CHF | 99.16% | 99.16% |
03.07.2024 | 3.41% | 26.21 CHF | 26.71 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 256'165 CHF | 29'260 CHF | 99.65% | 99.65% |
02.07.2024 | 3.92% | 23.84 CHF | 24.34 CHF | 10'000 | 3'000 | 10'000 | 1'121 | 223'164 CHF | 26'089 CHF | 99.47% | 99.47% |