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 | 0.14% | 21.31 CHF | 21.34 CHF | 3'000 | 3'000 | 2'988 | 2'988 | 63'783 CHF | 63'873 CHF | 99.77% | 99.77% |
12.07.2024 | 0.10% | 21.58 CHF | 21.60 CHF | 3'100 | 3'100 | 3'087 | 3'087 | 64'727 CHF | 64'788 CHF | 99.19% | 99.19% |
11.07.2024 | 0.09% | 20.66 CHF | 20.68 CHF | 3'100 | 3'100 | 3'087 | 3'087 | 65'030 CHF | 65'092 CHF | 98.02% | 98.02% |
10.07.2024 | 0.10% | 20.43 CHF | 20.45 CHF | 3'200 | 3'200 | 3'187 | 3'187 | 64'357 CHF | 64'421 CHF | 98.81% | 98.81% |
09.07.2024 | 0.10% | 19.99 CHF | 20.01 CHF | 3'200 | 3'200 | 3'187 | 3'187 | 63'875 CHF | 63'939 CHF | 99.78% | 99.78% |
08.07.2024 | 0.10% | 19.78 CHF | 19.80 CHF | 3'600 | 3'600 | 3'589 | 3'589 | 69'189 CHF | 69'260 CHF | 99.98% | 99.98% |
05.07.2024 | 0.11% | 17.21 CHF | 17.23 CHF | 3'500 | 3'500 | 3'485 | 3'485 | 62'391 CHF | 62'461 CHF | 99.09% | 99.09% |
04.07.2024 | 0.11% | 18.20 CHF | 18.22 CHF | 3'600 | 3'600 | 3'585 | 3'585 | 64'587 CHF | 64'659 CHF | 99.21% | 99.21% |
03.07.2024 | 0.11% | 17.39 CHF | 17.41 CHF | 3'500 | 3'500 | 3'485 | 3'485 | 61'584 CHF | 61'653 CHF | 98.70% | 98.70% |
02.07.2024 | 0.17% | 18.48 CHF | 18.51 CHF | 3'000 | 3'000 | 2'977 | 2'977 | 52'649 CHF | 52'738 CHF | 97.98% | 97.98% |