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 | 0.11% | 26.91 CHF | 26.93 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 439'738 CHF | 440'169 CHF | 99.97% | 99.97% |
12.07.2024 | 0.11% | 26.58 CHF | 26.60 CHF | 30'000 | 30'000 | 16'541 | 16'541 | 439'759 CHF | 440'190 CHF | 99.98% | 99.98% |
11.07.2024 | 0.10% | 26.74 CHF | 26.76 CHF | 30'000 | 30'000 | 16'455 | 16'455 | 449'672 CHF | 450'101 CHF | 99.96% | 99.96% |
10.07.2024 | 0.10% | 27.44 CHF | 27.46 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 446'986 CHF | 447'412 CHF | 99.99% | 99.99% |
09.07.2024 | 0.10% | 27.40 CHF | 27.42 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 446'580 CHF | 447'007 CHF | 99.99% | 99.99% |
08.07.2024 | 0.10% | 27.27 CHF | 27.29 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 449'221 CHF | 449'651 CHF | 99.81% | 99.81% |
05.07.2024 | 0.11% | 27.40 CHF | 27.42 CHF | 29'000 | 29'000 | 16'374 | 16'374 | 441'678 CHF | 442'105 CHF | 99.27% | 99.27% |
04.07.2024 | 0.11% | 26.78 CHF | 26.81 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 358'635 CHF | 359'038 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 26.68 CHF | 26.70 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 440'489 CHF | 440'920 CHF | 99.99% | 99.99% |
02.07.2024 | 0.10% | 26.41 CHF | 26.43 CHF | 30'000 | 30'000 | 16'534 | 16'534 | 433'978 CHF | 434'376 CHF | 99.97% | 99.97% |