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 | 0.12% | 24.51 CHF | 24.53 CHF | 30'000 | 30'000 | 16'539 | 16'539 | 400'194 CHF | 400'625 CHF | 99.99% | 99.99% |
12.07.2024 | 0.12% | 24.19 CHF | 24.21 CHF | 30'000 | 30'000 | 16'543 | 16'543 | 400'161 CHF | 400'592 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 24.35 CHF | 24.37 CHF | 30'000 | 30'000 | 16'455 | 16'455 | 410'205 CHF | 410'635 CHF | 99.96% | 99.96% |
10.07.2024 | 0.11% | 25.03 CHF | 25.05 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 407'803 CHF | 408'230 CHF | 99.99% | 99.99% |
09.07.2024 | 0.11% | 25.00 CHF | 25.02 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 407'430 CHF | 407'857 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 24.87 CHF | 24.89 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 409'718 CHF | 410'148 CHF | 99.81% | 99.81% |
05.07.2024 | 0.12% | 25.00 CHF | 25.02 CHF | 29'000 | 29'000 | 16'369 | 16'369 | 402'257 CHF | 402'685 CHF | 99.27% | 99.27% |
04.07.2024 | 0.12% | 24.38 CHF | 24.41 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 326'384 CHF | 326'786 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 24.27 CHF | 24.29 CHF | 30'000 | 30'000 | 16'532 | 16'532 | 400'637 CHF | 401'069 CHF | 99.98% | 99.98% |
02.07.2024 | 0.11% | 24.00 CHF | 24.02 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 394'084 CHF | 394'482 CHF | 99.98% | 99.98% |