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% | 20.05 CHF | 20.06 CHF | 43'000 | 43'000 | 19'519 | 19'519 | 391'247 CHF | 391'661 CHF | 99.85% | 99.85% |
12.07.2024 | 0.14% | 20.12 CHF | 20.13 CHF | 43'000 | 43'000 | 19'562 | 19'562 | 392'722 CHF | 393'137 CHF | 99.99% | 99.99% |
11.07.2024 | 0.14% | 20.21 CHF | 20.22 CHF | 43'000 | 43'000 | 19'168 | 19'168 | 398'233 CHF | 398'641 CHF | 99.88% | 99.88% |
10.07.2024 | 0.14% | 20.74 CHF | 20.75 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 401'180 CHF | 401'588 CHF | 99.27% | 99.27% |
09.07.2024 | 0.14% | 21.06 CHF | 21.07 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 401'485 CHF | 401'893 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 20.98 CHF | 20.99 CHF | 42'000 | 42'000 | 19'104 | 19'104 | 401'312 CHF | 401'720 CHF | 99.95% | 99.95% |
05.07.2024 | 0.14% | 21.02 CHF | 21.03 CHF | 42'000 | 42'000 | 19'057 | 19'057 | 398'139 CHF | 398'547 CHF | 99.81% | 99.81% |
04.07.2024 | 0.15% | 20.84 CHF | 20.86 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 287'503 CHF | 287'896 CHF | 98.30% | 98.30% |
03.07.2024 | 0.14% | 20.72 CHF | 20.73 CHF | 42'000 | 42'000 | 18'923 | 18'923 | 398'302 CHF | 398'713 CHF | 97.47% | 97.47% |
02.07.2024 | 0.14% | 20.80 CHF | 20.81 CHF | 42'000 | 42'000 | 19'048 | 19'048 | 393'704 CHF | 394'110 CHF | 99.98% | 99.98% |