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% | 23.18 CHF | 23.19 CHF | 43'000 | 43'000 | 19'517 | 19'517 | 452'263 CHF | 452'678 CHF | 99.84% | 99.84% |
12.07.2024 | 0.12% | 23.25 CHF | 23.26 CHF | 43'000 | 43'000 | 19'562 | 19'562 | 453'936 CHF | 454'351 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 23.33 CHF | 23.34 CHF | 43'000 | 43'000 | 19'193 | 19'193 | 458'776 CHF | 459'185 CHF | 99.75% | 99.75% |
10.07.2024 | 0.12% | 23.89 CHF | 23.90 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 461'216 CHF | 461'625 CHF | 99.27% | 99.27% |
09.07.2024 | 0.12% | 24.20 CHF | 24.21 CHF | 42'000 | 42'000 | 19'102 | 19'102 | 461'368 CHF | 461'776 CHF | 99.99% | 99.99% |
08.07.2024 | 0.12% | 24.11 CHF | 24.12 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 461'072 CHF | 461'479 CHF | 99.95% | 99.95% |
05.07.2024 | 0.12% | 24.15 CHF | 24.16 CHF | 42'000 | 42'000 | 19'057 | 19'057 | 457'907 CHF | 458'314 CHF | 99.81% | 99.81% |
04.07.2024 | 0.13% | 23.98 CHF | 24.00 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 330'910 CHF | 331'302 CHF | 98.30% | 98.30% |
03.07.2024 | 0.12% | 23.86 CHF | 23.87 CHF | 42'000 | 42'000 | 19'174 | 19'174 | 463'871 CHF | 464'284 CHF | 96.05% | 96.05% |
02.07.2024 | 0.12% | 23.95 CHF | 23.96 CHF | 42'000 | 42'000 | 19'050 | 19'050 | 453'818 CHF | 454'225 CHF | 99.98% | 99.98% |