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% | 53.17 CHF | 53.20 CHF | 26'000 | 26'000 | 14'679 | 14'679 | 776'094 CHF | 776'535 CHF | 98.30% | 98.30% |
12.07.2024 | 0.06% | 52.20 CHF | 52.23 CHF | 26'000 | 26'000 | 15'034 | 15'034 | 774'899 CHF | 775'351 CHF | 99.98% | 99.98% |
11.07.2024 | 0.06% | 50.92 CHF | 50.95 CHF | 27'000 | 27'000 | 14'785 | 14'785 | 770'260 CHF | 770'706 CHF | 99.93% | 99.93% |
10.07.2024 | 0.06% | 52.14 CHF | 52.17 CHF | 26'000 | 26'000 | 14'876 | 14'876 | 771'894 CHF | 772'342 CHF | 99.89% | 99.89% |
09.07.2024 | 0.06% | 51.34 CHF | 51.37 CHF | 27'000 | 27'000 | 15'129 | 15'129 | 776'979 CHF | 777'433 CHF | 99.27% | 99.27% |
08.07.2024 | 0.06% | 50.90 CHF | 50.93 CHF | 27'000 | 27'000 | 15'092 | 15'092 | 767'749 CHF | 768'203 CHF | 99.93% | 99.93% |
05.07.2024 | 0.06% | 50.53 CHF | 50.56 CHF | 27'000 | 27'000 | 15'107 | 15'107 | 755'917 CHF | 756'372 CHF | 99.35% | 99.35% |
04.07.2024 | 0.06% | 49.73 CHF | 49.76 CHF | 14'000 | 14'000 | 12'393 | 12'393 | 617'010 CHF | 617'381 CHF | 99.26% | 99.26% |
03.07.2024 | 0.06% | 49.66 CHF | 49.69 CHF | 28'000 | 28'000 | 14'992 | 14'992 | 743'355 CHF | 743'806 CHF | 97.18% | 97.18% |
02.07.2024 | 0.06% | 49.67 CHF | 49.70 CHF | 28'000 | 28'000 | 15'318 | 15'318 | 749'597 CHF | 750'057 CHF | 99.97% | 99.97% |