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 | 0.47% | 16.74 CHF | 16.82 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'863 CHF | 34'023 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 17.73 CHF | 17.81 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'403 CHF | 35'564 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 17.88 CHF | 17.94 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'054 CHF | 35'176 CHF | 100.00% | 100.00% |
10.07.2024 | 0.34% | 17.05 CHF | 17.11 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 34'108 CHF | 34'224 CHF | 100.00% | 100.00% |
09.07.2024 | 0.37% | 15.80 CHF | 15.86 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'780 CHF | 31'898 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 16.63 CHF | 16.69 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'586 CHF | 33'705 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 16.59 CHF | 16.65 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'461 CHF | 33'581 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 16.86 CHF | 16.92 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'471 CHF | 33'589 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 16.42 CHF | 16.48 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'659 CHF | 32'775 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 15.82 CHF | 15.88 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'638 CHF | 31'759 CHF | 99.70% | 99.70% |