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 | 0.09% | 34.22 CHF | 34.24 CHF | 36'000 | 36'000 | 13'014 | 13'014 | 436'527 CHF | 436'839 CHF | 99.89% | 99.89% |
12.07.2024 | 0.08% | 33.45 CHF | 33.47 CHF | 38'000 | 38'000 | 13'405 | 13'405 | 448'255 CHF | 448'574 CHF | 99.99% | 99.99% |
11.07.2024 | 0.08% | 33.76 CHF | 33.78 CHF | 36'000 | 36'000 | 12'918 | 12'918 | 444'345 CHF | 444'655 CHF | 99.98% | 99.98% |
10.07.2024 | 0.08% | 34.98 CHF | 35.00 CHF | 36'000 | 36'000 | 12'679 | 12'679 | 448'895 CHF | 449'198 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 36.10 CHF | 36.12 CHF | 35'000 | 35'000 | 12'514 | 12'514 | 448'306 CHF | 448'606 CHF | 99.99% | 99.99% |
08.07.2024 | 0.08% | 35.64 CHF | 35.66 CHF | 35'000 | 35'000 | 12'549 | 12'549 | 446'870 CHF | 447'170 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 36.12 CHF | 36.14 CHF | 35'000 | 35'000 | 12'509 | 12'509 | 445'586 CHF | 445'885 CHF | 99.81% | 99.81% |
04.07.2024 | 0.11% | 35.41 CHF | 35.48 CHF | 3'500 | 3'500 | 5'765 | 5'765 | 203'957 CHF | 204'160 CHF | 99.42% | 99.42% |
03.07.2024 | 0.08% | 35.35 CHF | 35.37 CHF | 35'000 | 35'000 | 12'766 | 12'766 | 451'132 CHF | 451'437 CHF | 99.99% | 99.99% |
02.07.2024 | 0.08% | 35.44 CHF | 35.46 CHF | 35'000 | 35'000 | 12'892 | 12'892 | 451'638 CHF | 451'947 CHF | 99.69% | 99.69% |