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% | 52.88 CHF | 52.91 CHF | 26'000 | 26'000 | 14'680 | 14'680 | 771'889 CHF | 772'330 CHF | 98.23% | 98.23% |
12.07.2024 | 0.06% | 51.91 CHF | 51.94 CHF | 26'000 | 26'000 | 15'033 | 15'033 | 770'489 CHF | 770'941 CHF | 99.97% | 99.97% |
11.07.2024 | 0.06% | 50.63 CHF | 50.66 CHF | 27'000 | 27'000 | 14'786 | 14'786 | 766'058 CHF | 766'504 CHF | 99.93% | 99.93% |
10.07.2024 | 0.06% | 51.84 CHF | 51.87 CHF | 26'000 | 26'000 | 14'876 | 14'876 | 767'543 CHF | 767'991 CHF | 99.89% | 99.89% |
09.07.2024 | 0.06% | 51.05 CHF | 51.08 CHF | 27'000 | 27'000 | 15'129 | 15'129 | 772'600 CHF | 773'055 CHF | 99.27% | 99.27% |
08.07.2024 | 0.06% | 50.61 CHF | 50.64 CHF | 27'000 | 27'000 | 15'092 | 15'092 | 763'427 CHF | 763'880 CHF | 99.93% | 99.93% |
05.07.2024 | 0.06% | 50.24 CHF | 50.27 CHF | 27'000 | 27'000 | 15'107 | 15'107 | 751'492 CHF | 751'946 CHF | 99.34% | 99.34% |
04.07.2024 | 0.06% | 49.44 CHF | 49.47 CHF | 14'000 | 14'000 | 12'393 | 12'393 | 613'410 CHF | 613'782 CHF | 99.25% | 99.25% |
03.07.2024 | 0.06% | 49.37 CHF | 49.40 CHF | 28'000 | 28'000 | 14'993 | 14'993 | 739'046 CHF | 739'497 CHF | 97.21% | 97.21% |
02.07.2024 | 0.06% | 49.37 CHF | 49.40 CHF | 28'000 | 28'000 | 15'315 | 15'315 | 744'980 CHF | 745'440 CHF | 99.94% | 99.94% |