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% | 26.43 CHF | 26.45 CHF | 30'000 | 30'000 | 16'537 | 16'537 | 431'966 CHF | 432'397 CHF | 99.98% | 99.98% |
12.07.2024 | 0.11% | 26.11 CHF | 26.13 CHF | 30'000 | 30'000 | 16'542 | 16'542 | 431'964 CHF | 432'395 CHF | 99.99% | 99.99% |
11.07.2024 | 0.10% | 26.27 CHF | 26.29 CHF | 30'000 | 30'000 | 16'451 | 16'451 | 441'798 CHF | 442'227 CHF | 99.94% | 99.94% |
10.07.2024 | 0.10% | 26.97 CHF | 26.99 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 439'293 CHF | 439'720 CHF | 99.99% | 99.99% |
09.07.2024 | 0.11% | 26.93 CHF | 26.95 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 438'876 CHF | 439'303 CHF | 99.99% | 99.99% |
08.07.2024 | 0.11% | 26.80 CHF | 26.82 CHF | 29'000 | 29'000 | 16'464 | 16'464 | 440'831 CHF | 441'261 CHF | 99.88% | 99.88% |
05.07.2024 | 0.11% | 26.93 CHF | 26.95 CHF | 29'000 | 29'000 | 16'373 | 16'373 | 433'930 CHF | 434'358 CHF | 99.15% | 99.15% |
04.07.2024 | 0.11% | 26.31 CHF | 26.34 CHF | 15'000 | 15'000 | 13'415 | 13'415 | 352'521 CHF | 352'923 CHF | 99.33% | 99.33% |
03.07.2024 | 0.11% | 26.20 CHF | 26.22 CHF | 30'000 | 30'000 | 16'515 | 16'515 | 432'197 CHF | 432'628 CHF | 99.86% | 99.86% |
02.07.2024 | 0.10% | 25.94 CHF | 25.96 CHF | 30'000 | 30'000 | 16'550 | 16'550 | 426'530 CHF | 426'928 CHF | 99.63% | 99.63% |