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% | 23.74 CHF | 23.76 CHF | 30'000 | 30'000 | 16'537 | 16'537 | 387'473 CHF | 387'904 CHF | 99.97% | 99.97% |
12.07.2024 | 0.12% | 23.42 CHF | 23.44 CHF | 30'000 | 30'000 | 16'541 | 16'541 | 387'439 CHF | 387'870 CHF | 99.98% | 99.98% |
11.07.2024 | 0.12% | 23.58 CHF | 23.60 CHF | 30'000 | 30'000 | 16'455 | 16'455 | 397'579 CHF | 398'009 CHF | 99.96% | 99.96% |
10.07.2024 | 0.12% | 24.26 CHF | 24.28 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 395'258 CHF | 395'685 CHF | 99.99% | 99.99% |
09.07.2024 | 0.12% | 24.23 CHF | 24.25 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 394'884 CHF | 395'311 CHF | 100.00% | 100.00% |
08.07.2024 | 0.12% | 24.11 CHF | 24.13 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 397'073 CHF | 397'503 CHF | 99.81% | 99.81% |
05.07.2024 | 0.12% | 24.23 CHF | 24.25 CHF | 29'000 | 29'000 | 16'369 | 16'369 | 389'697 CHF | 390'125 CHF | 99.27% | 99.27% |
04.07.2024 | 0.13% | 23.61 CHF | 23.64 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 316'076 CHF | 316'478 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 23.50 CHF | 23.52 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 387'893 CHF | 388'324 CHF | 99.99% | 99.99% |
02.07.2024 | 0.12% | 23.23 CHF | 23.25 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 381'275 CHF | 381'673 CHF | 99.97% | 99.97% |