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 | 0.72% | 14.40 CHF | 14.45 CHF | 1'390 | 1'390 | 939 | 939 | 12'758 CHF | 12'842 CHF | 99.97% | 99.97% |
12.07.2024 | 0.70% | 13.70 CHF | 13.75 CHF | 1'380 | 1'380 | 924 | 924 | 12'589 CHF | 12'671 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 14.20 CHF | 14.25 CHF | 1'170 | 1'170 | 771 | 771 | 12'167 CHF | 12'235 CHF | 99.88% | 99.88% |
10.07.2024 | 0.61% | 15.85 CHF | 15.90 CHF | 1'210 | 1'210 | 811 | 811 | 12'775 CHF | 12'846 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 15.85 CHF | 15.90 CHF | 1'210 | 1'210 | 808 | 808 | 12'701 CHF | 12'773 CHF | 99.56% | 99.56% |
08.07.2024 | 0.61% | 15.60 CHF | 15.65 CHF | 1'160 | 1'160 | 777 | 777 | 12'158 CHF | 12'227 CHF | 99.92% | 99.92% |
05.07.2024 | 0.66% | 15.95 CHF | 16.00 CHF | 1'290 | 1'290 | 878 | 878 | 12'949 CHF | 13'027 CHF | 99.69% | 99.69% |
04.07.2024 | 1.07% | 14.25 CHF | 14.40 CHF | 264 | 264 | 262 | 262 | 3'693 CHF | 3'733 CHF | 99.43% | 99.43% |
03.07.2024 | 0.69% | 14.00 CHF | 14.05 CHF | 1'350 | 1'350 | 902 | 902 | 12'480 CHF | 12'559 CHF | 99.66% | 99.66% |
02.07.2024 | 0.75% | 13.25 CHF | 13.30 CHF | 1'430 | 1'430 | 959 | 959 | 12'266 CHF | 12'351 CHF | 99.35% | 99.35% |