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 | 0.13% | 23.04 CHF | 23.07 CHF | 11'100 | 11'100 | 11'085 | 11'085 | 257'761 CHF | 258'094 CHF | 99.97% | 99.97% |
12.07.2024 | 0.13% | 23.41 CHF | 23.44 CHF | 11'500 | 11'500 | 11'610 | 11'610 | 258'858 CHF | 259'206 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 22.55 CHF | 22.58 CHF | 11'800 | 11'800 | 11'751 | 11'751 | 260'793 CHF | 261'145 CHF | 99.39% | 99.39% |
10.07.2024 | 0.14% | 21.94 CHF | 21.97 CHF | 12'000 | 12'000 | 11'968 | 11'968 | 261'575 CHF | 261'934 CHF | 99.99% | 99.99% |
09.07.2024 | 0.13% | 21.41 CHF | 21.44 CHF | 11'600 | 11'600 | 11'380 | 11'380 | 254'901 CHF | 255'243 CHF | 99.97% | 99.97% |
08.07.2024 | 0.13% | 22.92 CHF | 22.95 CHF | 11'100 | 11'100 | 10'894 | 10'894 | 258'554 CHF | 258'881 CHF | 99.99% | 99.99% |
05.07.2024 | 0.13% | 23.44 CHF | 23.47 CHF | 11'300 | 11'300 | 11'268 | 11'268 | 268'747 CHF | 269'085 CHF | 99.48% | 99.48% |
04.07.2024 | 0.13% | 22.59 CHF | 22.62 CHF | 11'400 | 11'400 | 11'353 | 11'353 | 257'603 CHF | 257'944 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 22.77 CHF | 22.80 CHF | 11'800 | 11'800 | 11'751 | 11'751 | 264'321 CHF | 264'674 CHF | 99.99% | 99.99% |
02.07.2024 | 0.14% | 21.64 CHF | 21.67 CHF | 11'900 | 11'900 | 11'834 | 11'834 | 253'600 CHF | 253'955 CHF | 99.95% | 99.95% |