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% | 22.76 CHF | 22.80 CHF | 5'600 | 5'600 | 5'600 | 5'600 | 130'289 CHF | 130'513 CHF | 99.99% | 99.99% |
12.07.2024 | 0.18% | 24.11 CHF | 24.15 CHF | 5'900 | 5'900 | 5'900 | 5'900 | 133'820 CHF | 134'056 CHF | 99.99% | 99.99% |
11.07.2024 | 0.19% | 21.95 CHF | 21.99 CHF | 6'100 | 6'100 | 6'216 | 6'216 | 133'304 CHF | 133'553 CHF | 99.76% | 99.76% |
10.07.2024 | 0.19% | 21.06 CHF | 21.10 CHF | 6'600 | 6'600 | 6'600 | 6'600 | 135'970 CHF | 136'234 CHF | 99.99% | 99.99% |
09.07.2024 | 0.19% | 19.82 CHF | 19.86 CHF | 6'300 | 6'300 | 6'300 | 6'300 | 129'880 CHF | 130'132 CHF | 99.74% | 99.74% |
08.07.2024 | 0.18% | 21.57 CHF | 21.61 CHF | 6'100 | 6'100 | 6'151 | 6'151 | 134'389 CHF | 134'635 CHF | 99.98% | 99.98% |
05.07.2024 | 0.18% | 21.26 CHF | 21.30 CHF | 6'100 | 6'100 | 5'930 | 5'930 | 132'231 CHF | 132'468 CHF | 99.77% | 99.77% |
04.07.2024 | 0.18% | 22.48 CHF | 22.52 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 133'379 CHF | 133'619 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 21.82 CHF | 21.86 CHF | 6'300 | 6'300 | 6'397 | 6'397 | 138'204 CHF | 138'460 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 20.09 CHF | 20.13 CHF | 6'500 | 6'500 | 6'500 | 6'500 | 127'343 CHF | 127'603 CHF | 99.94% | 99.94% |