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 | 1.40% | 14.05 CHF | 14.15 CHF | 1'270 | 1'270 | 850 | 850 | 11'910 CHF | 12'064 CHF | 99.80% | 99.80% |
12.07.2024 | 1.47% | 15.00 CHF | 15.10 CHF | 1'240 | 1'240 | 850 | 850 | 11'628 CHF | 11'783 CHF | 99.99% | 99.99% |
11.07.2024 | 1.62% | 13.80 CHF | 13.90 CHF | 1'220 | 1'220 | 811 | 811 | 11'505 CHF | 11'676 CHF | 99.81% | 99.81% |
10.07.2024 | 1.50% | 14.00 CHF | 14.10 CHF | 1'350 | 1'350 | 918 | 918 | 12'054 CHF | 12'218 CHF | 99.75% | 99.75% |
09.07.2024 | 1.48% | 12.45 CHF | 12.55 CHF | 1'350 | 1'350 | 894 | 894 | 11'503 CHF | 11'662 CHF | 99.40% | 99.40% |
08.07.2024 | 1.59% | 11.80 CHF | 11.90 CHF | 1'530 | 1'530 | 1'025 | 1'025 | 11'995 CHF | 12'172 CHF | 99.85% | 99.85% |
05.07.2024 | 1.55% | 11.05 CHF | 11.15 CHF | 1'770 | 1'770 | 1'218 | 1'218 | 12'024 CHF | 12'196 CHF | 99.47% | 99.47% |
04.07.2024 | 2.44% | 9.21 CHF | 9.44 CHF | 372 | 372 | 365 | 365 | 3'429 CHF | 3'513 CHF | 99.11% | 99.11% |
03.07.2024 | 1.54% | 9.43 CHF | 9.51 CHF | 1'830 | 1'830 | 1'223 | 1'223 | 11'520 CHF | 11'685 CHF | 99.50% | 99.50% |
02.07.2024 | 1.60% | 8.38 CHF | 8.45 CHF | 2'110 | 2'110 | 1'414 | 1'414 | 11'340 CHF | 11'508 CHF | 98.67% | 98.67% |