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 | 0.48% | 28.83 CHF | 28.97 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 95'173 CHF | 95'631 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 29.10 CHF | 29.30 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 95'383 CHF | 96'043 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 28.90 CHF | 29.10 CHF | 3'300 | 3'300 | 3'363 | 3'363 | 96'153 CHF | 96'826 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 28.43 CHF | 28.57 CHF | 3'400 | 3'400 | 3'400 | 3'400 | 96'530 CHF | 97'003 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 28.03 CHF | 28.17 CHF | 3'400 | 3'400 | 3'402 | 3'402 | 95'920 CHF | 96'393 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 28.70 CHF | 28.90 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 95'261 CHF | 95'921 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 29.20 CHF | 29.40 CHF | 3'300 | 3'300 | 3'209 | 3'209 | 94'258 CHF | 94'900 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 29.33 CHF | 29.47 CHF | 3'200 | 3'200 | 3'206 | 3'206 | 94'156 CHF | 94'601 CHF | 99.46% | 99.46% |
03.07.2024 | 0.47% | 29.33 CHF | 29.47 CHF | 3'200 | 3'200 | 3'230 | 3'230 | 94'475 CHF | 94'924 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 28.90 CHF | 29.10 CHF | 3'300 | 3'300 | 3'311 | 3'311 | 94'954 CHF | 95'616 CHF | 100.00% | 100.00% |