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% | 19.67 CHF | 19.68 CHF | 43'000 | 43'000 | 19'540 | 19'540 | 384'237 CHF | 384'652 CHF | 99.97% | 99.97% |
12.07.2024 | 0.15% | 19.74 CHF | 19.75 CHF | 43'000 | 43'000 | 19'564 | 19'564 | 385'378 CHF | 385'793 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 19.83 CHF | 19.84 CHF | 43'000 | 43'000 | 19'170 | 19'170 | 390'992 CHF | 391'400 CHF | 99.88% | 99.88% |
10.07.2024 | 0.14% | 20.36 CHF | 20.37 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 393'900 CHF | 394'308 CHF | 99.27% | 99.27% |
09.07.2024 | 0.14% | 20.68 CHF | 20.69 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 394'202 CHF | 394'610 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 20.60 CHF | 20.61 CHF | 42'000 | 42'000 | 19'104 | 19'104 | 394'055 CHF | 394'463 CHF | 99.95% | 99.95% |
05.07.2024 | 0.14% | 20.64 CHF | 20.65 CHF | 42'000 | 42'000 | 19'053 | 19'053 | 390'820 CHF | 391'228 CHF | 99.80% | 99.80% |
04.07.2024 | 0.15% | 20.46 CHF | 20.48 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 282'238 CHF | 282'630 CHF | 98.30% | 98.30% |
03.07.2024 | 0.14% | 20.34 CHF | 20.35 CHF | 42'000 | 42'000 | 18'911 | 18'911 | 390'830 CHF | 391'238 CHF | 99.09% | 99.09% |
02.07.2024 | 0.14% | 20.42 CHF | 20.43 CHF | 42'000 | 42'000 | 18'913 | 18'913 | 383'750 CHF | 384'157 CHF | 99.05% | 99.05% |