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 | 0.06% | 53.46 CHF | 53.49 CHF | 26'000 | 26'000 | 14'679 | 14'679 | 780'249 CHF | 780'690 CHF | 98.32% | 98.32% |
12.07.2024 | 0.06% | 52.48 CHF | 52.51 CHF | 26'000 | 26'000 | 15'034 | 15'034 | 779'166 CHF | 779'618 CHF | 99.98% | 99.98% |
11.07.2024 | 0.06% | 51.20 CHF | 51.23 CHF | 27'000 | 27'000 | 14'786 | 14'786 | 774'527 CHF | 774'974 CHF | 99.93% | 99.93% |
10.07.2024 | 0.06% | 52.42 CHF | 52.45 CHF | 26'000 | 26'000 | 14'875 | 14'875 | 776'064 CHF | 776'511 CHF | 99.88% | 99.88% |
09.07.2024 | 0.06% | 51.63 CHF | 51.66 CHF | 27'000 | 27'000 | 15'130 | 15'130 | 781'363 CHF | 781'818 CHF | 99.28% | 99.28% |
08.07.2024 | 0.06% | 51.18 CHF | 51.21 CHF | 27'000 | 27'000 | 15'091 | 15'091 | 772'023 CHF | 772'477 CHF | 99.93% | 99.93% |
05.07.2024 | 0.06% | 50.82 CHF | 50.85 CHF | 27'000 | 27'000 | 15'107 | 15'107 | 760'207 CHF | 760'661 CHF | 99.35% | 99.35% |
04.07.2024 | 0.06% | 50.01 CHF | 50.04 CHF | 14'000 | 14'000 | 12'393 | 12'393 | 620'539 CHF | 620'911 CHF | 99.25% | 99.25% |
03.07.2024 | 0.06% | 49.95 CHF | 49.98 CHF | 28'000 | 28'000 | 15'000 | 15'000 | 748'046 CHF | 748'497 CHF | 97.24% | 97.24% |
02.07.2024 | 0.06% | 49.95 CHF | 49.98 CHF | 28'000 | 28'000 | 15'314 | 15'314 | 753'806 CHF | 754'266 CHF | 99.95% | 99.95% |