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 | 0.51% | 27.93 CHF | 28.07 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 92'201 CHF | 92'673 CHF | 99.99% | 99.99% |
12.07.2024 | 0.71% | 28.10 CHF | 28.30 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 92'424 CHF | 93'084 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 28.00 CHF | 28.20 CHF | 3'300 | 3'300 | 3'363 | 3'363 | 93'350 CHF | 94'022 CHF | 100.00% | 100.00% |
10.07.2024 | 0.52% | 27.63 CHF | 27.77 CHF | 3'400 | 3'400 | 3'400 | 3'400 | 93'840 CHF | 94'326 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 27.23 CHF | 27.37 CHF | 3'400 | 3'400 | 3'402 | 3'402 | 93'339 CHF | 93'826 CHF | 99.99% | 99.99% |
08.07.2024 | 0.71% | 27.90 CHF | 28.10 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 92'217 CHF | 92'877 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 28.10 CHF | 28.30 CHF | 3'300 | 3'300 | 3'209 | 3'209 | 90'697 CHF | 91'339 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 28.33 CHF | 28.47 CHF | 3'200 | 3'200 | 3'206 | 3'206 | 90'730 CHF | 91'189 CHF | 99.46% | 99.46% |
03.07.2024 | 0.51% | 28.23 CHF | 28.37 CHF | 3'200 | 3'200 | 3'230 | 3'230 | 91'092 CHF | 91'554 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 27.90 CHF | 28.10 CHF | 3'300 | 3'300 | 3'311 | 3'311 | 92'006 CHF | 92'668 CHF | 100.00% | 100.00% |