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% | 18.74 CHF | 18.75 CHF | 43'000 | 43'000 | 19'541 | 19'541 | 366'097 CHF | 366'511 CHF | 99.95% | 99.95% |
12.07.2024 | 0.15% | 18.81 CHF | 18.82 CHF | 43'000 | 43'000 | 19'563 | 19'563 | 367'159 CHF | 367'574 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 18.90 CHF | 18.91 CHF | 43'000 | 43'000 | 19'172 | 19'172 | 373'188 CHF | 373'596 CHF | 99.81% | 99.81% |
10.07.2024 | 0.15% | 19.43 CHF | 19.44 CHF | 42'000 | 42'000 | 19'122 | 19'122 | 376'030 CHF | 376'438 CHF | 99.27% | 99.27% |
09.07.2024 | 0.15% | 19.74 CHF | 19.75 CHF | 42'000 | 42'000 | 19'105 | 19'105 | 376'399 CHF | 376'807 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 19.67 CHF | 19.68 CHF | 42'000 | 42'000 | 19'103 | 19'103 | 376'271 CHF | 376'679 CHF | 99.95% | 99.95% |
05.07.2024 | 0.15% | 19.71 CHF | 19.72 CHF | 42'000 | 42'000 | 19'056 | 19'056 | 373'110 CHF | 373'518 CHF | 99.81% | 99.81% |
04.07.2024 | 0.16% | 19.53 CHF | 19.55 CHF | 17'000 | 17'000 | 13'814 | 13'814 | 269'324 CHF | 269'716 CHF | 98.30% | 98.30% |
03.07.2024 | 0.14% | 19.40 CHF | 19.41 CHF | 42'000 | 42'000 | 18'843 | 18'843 | 371'833 CHF | 372'241 CHF | 98.80% | 98.80% |
02.07.2024 | 0.15% | 19.48 CHF | 19.49 CHF | 42'000 | 42'000 | 18'904 | 18'904 | 365'842 CHF | 366'249 CHF | 99.01% | 99.01% |