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 | 0.10% | 27.18 CHF | 27.20 CHF | 30'000 | 30'000 | 16'538 | 16'538 | 444'337 CHF | 444'768 CHF | 99.99% | 99.99% |
12.07.2024 | 0.11% | 26.86 CHF | 26.88 CHF | 30'000 | 30'000 | 16'542 | 16'542 | 444'291 CHF | 444'722 CHF | 99.99% | 99.99% |
11.07.2024 | 0.10% | 27.01 CHF | 27.03 CHF | 30'000 | 30'000 | 16'454 | 16'454 | 454'144 CHF | 454'574 CHF | 99.95% | 99.95% |
10.07.2024 | 0.10% | 27.71 CHF | 27.73 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 451'468 CHF | 451'895 CHF | 99.99% | 99.99% |
09.07.2024 | 0.10% | 27.68 CHF | 27.70 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 451'098 CHF | 451'525 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 27.55 CHF | 27.57 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 453'739 CHF | 454'170 CHF | 99.81% | 99.81% |
05.07.2024 | 0.10% | 27.67 CHF | 27.69 CHF | 29'000 | 29'000 | 16'375 | 16'375 | 446'215 CHF | 446'642 CHF | 99.28% | 99.28% |
04.07.2024 | 0.11% | 27.06 CHF | 27.09 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 362'331 CHF | 362'733 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 26.95 CHF | 26.97 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 445'082 CHF | 445'513 CHF | 100.00% | 100.00% |
02.07.2024 | 0.10% | 26.69 CHF | 26.71 CHF | 30'000 | 30'000 | 16'536 | 16'536 | 438'602 CHF | 439'000 CHF | 99.99% | 99.99% |