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% | 24.38 CHF | 24.39 CHF | 43'000 | 43'000 | 19'541 | 19'541 | 476'195 CHF | 476'609 CHF | 99.98% | 99.98% |
12.07.2024 | 0.12% | 24.44 CHF | 24.45 CHF | 43'000 | 43'000 | 19'563 | 19'563 | 477'409 CHF | 477'824 CHF | 100.00% | 100.00% |
11.07.2024 | 0.11% | 24.53 CHF | 24.54 CHF | 43'000 | 43'000 | 19'189 | 19'189 | 481'658 CHF | 482'067 CHF | 99.74% | 99.74% |
10.07.2024 | 0.11% | 25.09 CHF | 25.10 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 484'174 CHF | 484'583 CHF | 99.27% | 99.27% |
09.07.2024 | 0.11% | 25.40 CHF | 25.41 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 484'289 CHF | 484'697 CHF | 100.00% | 100.00% |
08.07.2024 | 0.11% | 25.31 CHF | 25.32 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 483'898 CHF | 484'305 CHF | 99.99% | 99.99% |
05.07.2024 | 0.11% | 25.35 CHF | 25.36 CHF | 42'000 | 42'000 | 19'056 | 19'056 | 480'723 CHF | 481'131 CHF | 99.81% | 99.81% |
04.07.2024 | 0.12% | 25.18 CHF | 25.20 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 347'486 CHF | 347'879 CHF | 98.30% | 98.30% |
03.07.2024 | 0.11% | 25.06 CHF | 25.07 CHF | 42'000 | 42'000 | 18'896 | 18'896 | 479'941 CHF | 480'349 CHF | 99.03% | 99.03% |
02.07.2024 | 0.11% | 25.16 CHF | 25.17 CHF | 42'000 | 42'000 | 18'918 | 18'918 | 473'514 CHF | 473'921 CHF | 99.07% | 99.07% |