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 | 0.15% | 19.01 CHF | 19.02 CHF | 43'000 | 43'000 | 19'513 | 19'513 | 370'884 CHF | 371'298 CHF | 99.83% | 99.83% |
12.07.2024 | 0.15% | 19.08 CHF | 19.09 CHF | 43'000 | 43'000 | 19'563 | 19'563 | 372'477 CHF | 372'892 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 19.17 CHF | 19.18 CHF | 43'000 | 43'000 | 19'174 | 19'174 | 378'470 CHF | 378'879 CHF | 99.90% | 99.90% |
10.07.2024 | 0.14% | 19.70 CHF | 19.71 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 381'285 CHF | 381'693 CHF | 99.27% | 99.27% |
09.07.2024 | 0.14% | 20.02 CHF | 20.03 CHF | 42'000 | 42'000 | 19'105 | 19'105 | 381'648 CHF | 382'056 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 19.94 CHF | 19.95 CHF | 42'000 | 42'000 | 19'102 | 19'102 | 381'453 CHF | 381'860 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 19.98 CHF | 19.99 CHF | 42'000 | 42'000 | 19'056 | 19'056 | 378'337 CHF | 378'744 CHF | 99.81% | 99.81% |
04.07.2024 | 0.15% | 19.80 CHF | 19.82 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 273'124 CHF | 273'517 CHF | 98.30% | 98.30% |
03.07.2024 | 0.14% | 19.68 CHF | 19.69 CHF | 42'000 | 42'000 | 19'175 | 19'175 | 383'562 CHF | 383'975 CHF | 95.73% | 95.73% |
02.07.2024 | 0.15% | 19.76 CHF | 19.77 CHF | 42'000 | 42'000 | 19'052 | 19'052 | 373'876 CHF | 374'282 CHF | 99.99% | 99.99% |