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% | 25.82 CHF | 25.84 CHF | 30'000 | 30'000 | 16'534 | 16'534 | 421'677 CHF | 422'108 CHF | 99.95% | 99.95% |
12.07.2024 | 0.11% | 25.50 CHF | 25.52 CHF | 30'000 | 30'000 | 16'541 | 16'541 | 421'729 CHF | 422'161 CHF | 99.98% | 99.98% |
11.07.2024 | 0.11% | 25.66 CHF | 25.68 CHF | 30'000 | 30'000 | 16'453 | 16'453 | 431'712 CHF | 432'142 CHF | 99.95% | 99.95% |
10.07.2024 | 0.11% | 26.35 CHF | 26.37 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 429'202 CHF | 429'629 CHF | 99.99% | 99.99% |
09.07.2024 | 0.11% | 26.31 CHF | 26.33 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 428'826 CHF | 429'253 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 26.18 CHF | 26.20 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 431'285 CHF | 431'716 CHF | 99.81% | 99.81% |
05.07.2024 | 0.11% | 26.31 CHF | 26.33 CHF | 29'000 | 29'000 | 16'369 | 16'369 | 423'701 CHF | 424'129 CHF | 99.27% | 99.27% |
04.07.2024 | 0.12% | 25.69 CHF | 25.72 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 343'985 CHF | 344'387 CHF | 100.00% | 100.00% |
03.07.2024 | 0.11% | 25.58 CHF | 25.60 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 422'379 CHF | 422'810 CHF | 99.99% | 99.99% |
02.07.2024 | 0.11% | 25.32 CHF | 25.34 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 415'883 CHF | 416'281 CHF | 99.98% | 99.98% |