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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,49% | 26,25 CHF | 26,35 CHF | 1 000 | 1 000 | 999 | 999 | 26 659 CHF | 26 790 CHF | 99,98% | 99,98% |
16/07/2024 | 0,37% | 26,70 CHF | 26,80 CHF | 1 100 | 1 100 | 1 096 | 1 096 | 29 876 CHF | 29 986 CHF | 99,98% | 99,98% |
15/07/2024 | 0,36% | 24,40 CHF | 24,49 CHF | 1 100 | 1 100 | 1 190 | 1 190 | 29 709 CHF | 29 816 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 23,13 CHF | 23,23 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 25 374 CHF | 25 483 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 23,76 CHF | 23,86 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 26 844 CHF | 26 953 CHF | 99,96% | 99,96% |
10/07/2024 | 0,41% | 24,41 CHF | 24,51 CHF | 1 100 | 1 100 | 1 095 | 1 095 | 26 580 CHF | 26 689 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 24,50 CHF | 24,59 CHF | 1 200 | 1 200 | 1 195 | 1 195 | 28 934 CHF | 29 041 CHF | 99,99% | 99,99% |
08/07/2024 | 0,35% | 22,54 CHF | 22,62 CHF | 1 300 | 1 300 | 1 295 | 1 295 | 29 868 CHF | 29 972 CHF | 99,99% | 99,99% |
05/07/2024 | 0,39% | 21,47 CHF | 21,55 CHF | 1 400 | 1 400 | 1 317 | 1 317 | 26 718 CHF | 26 824 CHF | 99,80% | 99,80% |
04/07/2024 | 0,39% | 19,98 CHF | 20,06 CHF | 1 400 | 1 400 | 1 394 | 1 394 | 28 296 CHF | 28 407 CHF | 99,49% | 99,49% |