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% | 22.95 CHF | 22.97 CHF | 30'000 | 30'000 | 16'531 | 16'531 | 374'332 CHF | 374'763 CHF | 99.84% | 99.84% |
12.07.2024 | 0.12% | 22.64 CHF | 22.66 CHF | 30'000 | 30'000 | 16'517 | 16'517 | 373'868 CHF | 374'299 CHF | 99.73% | 99.73% |
11.07.2024 | 0.12% | 22.80 CHF | 22.82 CHF | 30'000 | 30'000 | 16'464 | 16'464 | 384'844 CHF | 385'274 CHF | 99.65% | 99.65% |
10.07.2024 | 0.12% | 23.47 CHF | 23.49 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 382'324 CHF | 382'751 CHF | 99.99% | 99.99% |
09.07.2024 | 0.12% | 23.44 CHF | 23.46 CHF | 29'000 | 29'000 | 16'313 | 16'313 | 381'801 CHF | 382'228 CHF | 99.94% | 99.94% |
08.07.2024 | 0.12% | 23.32 CHF | 23.34 CHF | 29'000 | 29'000 | 16'485 | 16'485 | 384'024 CHF | 384'454 CHF | 99.77% | 99.77% |
05.07.2024 | 0.12% | 23.44 CHF | 23.46 CHF | 29'000 | 29'000 | 16'359 | 16'359 | 376'543 CHF | 376'971 CHF | 99.10% | 99.10% |
04.07.2024 | 0.13% | 22.82 CHF | 22.85 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 305'472 CHF | 305'874 CHF | 100.00% | 100.00% |
03.07.2024 | 0.12% | 22.71 CHF | 22.73 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 374'826 CHF | 375'257 CHF | 99.99% | 99.99% |
02.07.2024 | 0.12% | 22.44 CHF | 22.46 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 368'166 CHF | 368'564 CHF | 99.97% | 99.97% |