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% | 22.62 CHF | 22.63 CHF | 43'000 | 43'000 | 19'541 | 19'541 | 441'942 CHF | 442'357 CHF | 99.98% | 99.98% |
12.07.2024 | 0.13% | 22.69 CHF | 22.70 CHF | 43'000 | 43'000 | 19'562 | 19'562 | 443'046 CHF | 443'460 CHF | 99.99% | 99.99% |
11.07.2024 | 0.12% | 22.78 CHF | 22.79 CHF | 43'000 | 43'000 | 19'186 | 19'186 | 447'942 CHF | 448'351 CHF | 99.72% | 99.72% |
10.07.2024 | 0.12% | 23.33 CHF | 23.34 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 450'531 CHF | 450'939 CHF | 99.27% | 99.27% |
09.07.2024 | 0.12% | 23.64 CHF | 23.65 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 450'692 CHF | 451'099 CHF | 99.99% | 99.99% |
08.07.2024 | 0.12% | 23.56 CHF | 23.57 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 450'421 CHF | 450'829 CHF | 99.99% | 99.99% |
05.07.2024 | 0.12% | 23.59 CHF | 23.60 CHF | 42'000 | 42'000 | 19'059 | 19'059 | 447'308 CHF | 447'715 CHF | 99.82% | 99.82% |
04.07.2024 | 0.13% | 23.43 CHF | 23.45 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 323'182 CHF | 323'575 CHF | 98.30% | 98.30% |
03.07.2024 | 0.12% | 23.30 CHF | 23.31 CHF | 42'000 | 42'000 | 18'849 | 18'849 | 445'489 CHF | 445'897 CHF | 98.83% | 98.83% |
02.07.2024 | 0.12% | 23.39 CHF | 23.40 CHF | 42'000 | 42'000 | 18'899 | 18'899 | 439'645 CHF | 440'052 CHF | 99.00% | 99.00% |