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 | 0.05% | 37.48 CHF | 37.50 CHF | 36'000 | 36'000 | 20'227 | 20'227 | 753'826 CHF | 754'231 CHF | 98.70% | 98.70% |
12.07.2024 | 0.06% | 36.79 CHF | 36.81 CHF | 36'000 | 36'000 | 20'547 | 20'547 | 746'287 CHF | 746'699 CHF | 99.99% | 99.99% |
11.07.2024 | 0.06% | 35.88 CHF | 35.90 CHF | 37'000 | 37'000 | 20'271 | 20'271 | 744'297 CHF | 744'705 CHF | 99.95% | 99.95% |
10.07.2024 | 0.06% | 36.74 CHF | 36.76 CHF | 36'000 | 36'000 | 20'380 | 20'380 | 745'183 CHF | 745'592 CHF | 99.89% | 99.89% |
09.07.2024 | 0.06% | 36.18 CHF | 36.20 CHF | 37'000 | 37'000 | 20'654 | 20'654 | 747'382 CHF | 747'796 CHF | 99.36% | 99.36% |
08.07.2024 | 0.06% | 35.86 CHF | 35.88 CHF | 37'000 | 37'000 | 20'693 | 20'693 | 741'613 CHF | 742'028 CHF | 99.99% | 99.99% |
05.07.2024 | 0.06% | 35.60 CHF | 35.62 CHF | 37'000 | 37'000 | 20'684 | 20'684 | 729'003 CHF | 729'418 CHF | 99.34% | 99.34% |
04.07.2024 | 0.06% | 35.02 CHF | 35.04 CHF | 19'000 | 19'000 | 16'859 | 16'859 | 591'104 CHF | 591'441 CHF | 99.29% | 99.29% |
03.07.2024 | 0.06% | 34.97 CHF | 34.99 CHF | 38'000 | 38'000 | 21'062 | 21'062 | 735'426 CHF | 735'848 CHF | 98.07% | 98.07% |
02.07.2024 | 0.06% | 34.97 CHF | 34.99 CHF | 38'000 | 38'000 | 21'634 | 21'634 | 745'219 CHF | 745'653 CHF | 99.97% | 99.97% |