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 | 0.10% | 27.56 CHF | 27.57 CHF | 43'000 | 43'000 | 19'541 | 19'541 | 538'393 CHF | 538'808 CHF | 99.95% | 99.95% |
12.07.2024 | 0.10% | 27.62 CHF | 27.63 CHF | 43'000 | 43'000 | 19'562 | 19'562 | 539'593 CHF | 540'008 CHF | 99.99% | 99.99% |
11.07.2024 | 0.10% | 27.70 CHF | 27.71 CHF | 43'000 | 43'000 | 19'192 | 19'192 | 542'800 CHF | 543'209 CHF | 99.66% | 99.66% |
10.07.2024 | 0.10% | 28.28 CHF | 28.29 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 545'205 CHF | 545'613 CHF | 99.27% | 99.27% |
09.07.2024 | 0.10% | 28.59 CHF | 28.60 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 545'216 CHF | 545'624 CHF | 100.00% | 100.00% |
08.07.2024 | 0.10% | 28.50 CHF | 28.51 CHF | 42'000 | 42'000 | 19'101 | 19'101 | 544'630 CHF | 545'038 CHF | 99.98% | 99.98% |
05.07.2024 | 0.10% | 28.54 CHF | 28.55 CHF | 42'000 | 42'000 | 19'059 | 19'059 | 541'544 CHF | 541'951 CHF | 99.82% | 99.82% |
04.07.2024 | 0.11% | 28.38 CHF | 28.40 CHF | 17'000 | 17'000 | 13'813 | 13'813 | 391'604 CHF | 391'997 CHF | 98.29% | 98.29% |
03.07.2024 | 0.10% | 28.25 CHF | 28.26 CHF | 42'000 | 42'000 | 18'851 | 18'851 | 539'099 CHF | 539'507 CHF | 98.84% | 98.84% |
02.07.2024 | 0.10% | 28.36 CHF | 28.37 CHF | 42'000 | 42'000 | 18'895 | 18'895 | 533'508 CHF | 533'915 CHF | 98.97% | 98.97% |