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 | 0.09% | 31.13 CHF | 31.14 CHF | 43'000 | 43'000 | 19'509 | 19'509 | 607'067 CHF | 607'482 CHF | 99.81% | 99.81% |
12.07.2024 | 0.09% | 31.18 CHF | 31.19 CHF | 43'000 | 43'000 | 19'562 | 19'562 | 609'309 CHF | 609'723 CHF | 99.99% | 99.99% |
11.07.2024 | 0.09% | 31.26 CHF | 31.27 CHF | 43'000 | 43'000 | 19'193 | 19'193 | 611'285 CHF | 611'694 CHF | 99.67% | 99.67% |
10.07.2024 | 0.09% | 31.87 CHF | 31.88 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 613'620 CHF | 614'028 CHF | 99.27% | 99.27% |
09.07.2024 | 0.09% | 32.16 CHF | 32.17 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 613'499 CHF | 613'907 CHF | 100.00% | 100.00% |
08.07.2024 | 0.09% | 32.07 CHF | 32.08 CHF | 42'000 | 42'000 | 19'102 | 19'102 | 612'841 CHF | 613'249 CHF | 100.00% | 100.00% |
05.07.2024 | 0.09% | 32.11 CHF | 32.12 CHF | 42'000 | 42'000 | 19'056 | 19'056 | 609'558 CHF | 609'965 CHF | 99.81% | 99.81% |
04.07.2024 | 0.10% | 31.95 CHF | 31.97 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 441'079 CHF | 441'472 CHF | 98.30% | 98.30% |
03.07.2024 | 0.09% | 31.83 CHF | 31.84 CHF | 42'000 | 42'000 | 18'946 | 18'946 | 609'680 CHF | 610'092 CHF | 95.44% | 95.44% |
02.07.2024 | 0.09% | 31.95 CHF | 31.96 CHF | 42'000 | 42'000 | 19'046 | 19'046 | 606'180 CHF | 606'587 CHF | 99.97% | 99.97% |