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 | 0.13% | 22.13 CHF | 22.14 CHF | 43'000 | 43'000 | 19'520 | 19'520 | 431'861 CHF | 432'276 CHF | 99.86% | 99.86% |
12.07.2024 | 0.13% | 22.20 CHF | 22.21 CHF | 43'000 | 43'000 | 19'561 | 19'561 | 433'441 CHF | 433'856 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 22.29 CHF | 22.30 CHF | 43'000 | 43'000 | 19'182 | 19'182 | 438'432 CHF | 438'841 CHF | 99.70% | 99.70% |
10.07.2024 | 0.12% | 22.83 CHF | 22.84 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 441'112 CHF | 441'521 CHF | 99.27% | 99.27% |
09.07.2024 | 0.12% | 23.15 CHF | 23.16 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 441'330 CHF | 441'738 CHF | 99.99% | 99.99% |
08.07.2024 | 0.12% | 23.07 CHF | 23.08 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 441'071 CHF | 441'479 CHF | 99.99% | 99.99% |
05.07.2024 | 0.13% | 23.10 CHF | 23.11 CHF | 42'000 | 42'000 | 19'057 | 19'057 | 437'890 CHF | 438'297 CHF | 99.81% | 99.81% |
04.07.2024 | 0.13% | 22.93 CHF | 22.95 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 316'380 CHF | 316'773 CHF | 98.30% | 98.30% |
03.07.2024 | 0.12% | 22.81 CHF | 22.82 CHF | 42'000 | 42'000 | 19'099 | 19'099 | 441'984 CHF | 442'396 CHF | 95.89% | 95.89% |
02.07.2024 | 0.13% | 22.90 CHF | 22.91 CHF | 42'000 | 42'000 | 19'045 | 19'045 | 433'598 CHF | 434'005 CHF | 99.96% | 99.96% |