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% | 21.61 CHF | 21.62 CHF | 43'000 | 43'000 | 19'541 | 19'541 | 422'048 CHF | 422'463 CHF | 99.94% | 99.94% |
12.07.2024 | 0.13% | 21.67 CHF | 21.68 CHF | 43'000 | 43'000 | 19'563 | 19'563 | 423'193 CHF | 423'608 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 21.76 CHF | 21.77 CHF | 43'000 | 43'000 | 19'190 | 19'190 | 428'514 CHF | 428'923 CHF | 99.74% | 99.74% |
10.07.2024 | 0.13% | 22.30 CHF | 22.31 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 430'980 CHF | 431'388 CHF | 99.27% | 99.27% |
09.07.2024 | 0.13% | 22.62 CHF | 22.63 CHF | 42'000 | 42'000 | 19'101 | 19'101 | 431'172 CHF | 431'580 CHF | 99.99% | 99.99% |
08.07.2024 | 0.13% | 22.54 CHF | 22.55 CHF | 42'000 | 42'000 | 19'102 | 19'102 | 430'956 CHF | 431'364 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 22.58 CHF | 22.59 CHF | 42'000 | 42'000 | 19'056 | 19'056 | 427'810 CHF | 428'218 CHF | 99.81% | 99.81% |
04.07.2024 | 0.14% | 22.40 CHF | 22.42 CHF | 17'000 | 17'000 | 13'794 | 13'794 | 308'607 CHF | 308'999 CHF | 98.30% | 98.30% |
03.07.2024 | 0.13% | 22.28 CHF | 22.29 CHF | 42'000 | 42'000 | 18'840 | 18'840 | 426'008 CHF | 426'416 CHF | 98.79% | 98.79% |
02.07.2024 | 0.13% | 22.37 CHF | 22.38 CHF | 42'000 | 42'000 | 18'908 | 18'908 | 420'475 CHF | 420'882 CHF | 99.03% | 99.03% |