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 | 1.04% | 21.09 CHF | 21.31 CHF | 750 | 750 | 750 | 750 | 16'164 CHF | 16'334 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 22.20 CHF | 22.42 CHF | 750 | 750 | 750 | 750 | 16'617 CHF | 16'787 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 22.28 CHF | 22.43 CHF | 750 | 750 | 750 | 750 | 16'953 CHF | 17'066 CHF | 100.00% | 100.00% |
10.07.2024 | 0.67% | 22.11 CHF | 22.26 CHF | 750 | 750 | 750 | 750 | 16'563 CHF | 16'675 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 21.66 CHF | 21.81 CHF | 750 | 750 | 750 | 750 | 16'989 CHF | 17'103 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 23.10 CHF | 23.25 CHF | 750 | 750 | 750 | 750 | 17'357 CHF | 17'468 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 22.08 CHF | 22.22 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 21'651 CHF | 21'794 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 20.58 CHF | 20.73 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 20'952 CHF | 21'094 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 20.75 CHF | 20.89 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 20'713 CHF | 20'854 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 20.90 CHF | 21.04 CHF | 1'000 | 1'000 | 850 | 850 | 17'362 CHF | 17'487 CHF | 100.00% | 100.00% |