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 | 0.14% | 21.09 CHF | 21.10 CHF | 43'000 | 43'000 | 19'514 | 19'514 | 411'355 CHF | 411'769 CHF | 99.83% | 99.83% |
12.07.2024 | 0.14% | 21.15 CHF | 21.16 CHF | 43'000 | 43'000 | 19'563 | 19'563 | 413'024 CHF | 413'439 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 21.24 CHF | 21.25 CHF | 43'000 | 43'000 | 19'181 | 19'181 | 418'377 CHF | 418'786 CHF | 99.70% | 99.70% |
10.07.2024 | 0.13% | 21.79 CHF | 21.80 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 421'077 CHF | 421'485 CHF | 99.27% | 99.27% |
09.07.2024 | 0.13% | 22.10 CHF | 22.11 CHF | 42'000 | 42'000 | 19'105 | 19'105 | 421'378 CHF | 421'786 CHF | 100.00% | 100.00% |
08.07.2024 | 0.13% | 22.02 CHF | 22.03 CHF | 42'000 | 42'000 | 19'100 | 19'100 | 421'025 CHF | 421'433 CHF | 99.99% | 99.99% |
05.07.2024 | 0.13% | 22.06 CHF | 22.07 CHF | 42'000 | 42'000 | 19'055 | 19'055 | 417'895 CHF | 418'302 CHF | 99.81% | 99.81% |
04.07.2024 | 0.14% | 21.88 CHF | 21.90 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 301'880 CHF | 302'273 CHF | 98.30% | 98.30% |
03.07.2024 | 0.13% | 21.76 CHF | 21.77 CHF | 42'000 | 42'000 | 18'852 | 18'852 | 416'399 CHF | 416'811 CHF | 94.71% | 94.71% |
02.07.2024 | 0.13% | 21.85 CHF | 21.86 CHF | 42'000 | 42'000 | 19'048 | 19'048 | 413'616 CHF | 414'022 CHF | 99.98% | 99.98% |