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% | 20.63 CHF | 20.64 CHF | 43'000 | 43'000 | 19'539 | 19'539 | 402'961 CHF | 403'375 CHF | 99.97% | 99.97% |
12.07.2024 | 0.14% | 20.70 CHF | 20.71 CHF | 43'000 | 43'000 | 19'562 | 19'562 | 404'076 CHF | 404'491 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 20.79 CHF | 20.80 CHF | 43'000 | 43'000 | 19'172 | 19'172 | 409'405 CHF | 409'813 CHF | 99.89% | 99.89% |
10.07.2024 | 0.13% | 21.33 CHF | 21.34 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 412'286 CHF | 412'694 CHF | 99.27% | 99.27% |
09.07.2024 | 0.13% | 21.64 CHF | 21.65 CHF | 42'000 | 42'000 | 19'104 | 19'104 | 412'566 CHF | 412'974 CHF | 100.00% | 100.00% |
08.07.2024 | 0.13% | 21.56 CHF | 21.57 CHF | 42'000 | 42'000 | 19'102 | 19'102 | 412'335 CHF | 412'743 CHF | 100.00% | 100.00% |
05.07.2024 | 0.13% | 21.60 CHF | 21.61 CHF | 42'000 | 42'000 | 19'058 | 19'058 | 409'235 CHF | 409'643 CHF | 99.82% | 99.82% |
04.07.2024 | 0.14% | 21.43 CHF | 21.45 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 295'545 CHF | 295'937 CHF | 98.30% | 98.30% |
03.07.2024 | 0.13% | 21.30 CHF | 21.31 CHF | 42'000 | 42'000 | 18'887 | 18'887 | 408'570 CHF | 408'978 CHF | 98.99% | 98.99% |
02.07.2024 | 0.14% | 21.39 CHF | 21.40 CHF | 42'000 | 42'000 | 18'905 | 18'905 | 401'842 CHF | 402'249 CHF | 99.02% | 99.02% |