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 | 0.17% | 23.65 CHF | 23.69 CHF | 10'900 | 10'900 | 10'855 | 10'855 | 256'816 CHF | 257'250 CHF | 99.98% | 99.98% |
12.07.2024 | 0.17% | 24.14 CHF | 24.18 CHF | 11'000 | 11'000 | 10'955 | 10'955 | 262'381 CHF | 262'819 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 23.25 CHF | 23.29 CHF | 10'900 | 10'900 | 10'855 | 10'855 | 255'620 CHF | 256'054 CHF | 99.94% | 99.94% |
10.07.2024 | 0.17% | 23.80 CHF | 23.84 CHF | 11'200 | 11'200 | 11'154 | 11'154 | 261'858 CHF | 262'304 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 22.86 CHF | 22.90 CHF | 11'100 | 11'100 | 10'871 | 10'871 | 250'946 CHF | 251'381 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 23.75 CHF | 23.79 CHF | 10'900 | 10'900 | 10'855 | 10'855 | 261'471 CHF | 261'905 CHF | 99.98% | 99.98% |
05.07.2024 | 0.17% | 23.71 CHF | 23.75 CHF | 11'000 | 11'000 | 10'955 | 10'955 | 261'074 CHF | 261'512 CHF | 99.99% | 99.99% |
04.07.2024 | 0.17% | 23.50 CHF | 23.54 CHF | 11'000 | 11'000 | 10'955 | 10'955 | 257'894 CHF | 258'332 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 23.42 CHF | 23.46 CHF | 11'300 | 11'300 | 11'424 | 11'424 | 262'321 CHF | 262'778 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 22.48 CHF | 22.52 CHF | 11'300 | 11'300 | 11'253 | 11'253 | 252'927 CHF | 253'377 CHF | 99.97% | 99.97% |