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 | 0.06% | 44.03 CHF | 44.05 CHF | 33'000 | 33'000 | 15'010 | 15'010 | 660'288 CHF | 660'641 CHF | 97.61% | 97.61% |
12.07.2024 | 0.06% | 44.28 CHF | 44.30 CHF | 33'000 | 33'000 | 14'837 | 14'837 | 645'850 CHF | 646'201 CHF | 99.61% | 99.61% |
11.07.2024 | 0.06% | 44.02 CHF | 44.04 CHF | 33'000 | 33'000 | 13'944 | 13'944 | 633'497 CHF | 633'825 CHF | 98.86% | 98.86% |
10.07.2024 | 0.06% | 45.60 CHF | 45.62 CHF | 30'000 | 30'000 | 14'283 | 14'283 | 647'802 CHF | 648'141 CHF | 99.91% | 99.91% |
09.07.2024 | 0.06% | 44.79 CHF | 44.81 CHF | 33'000 | 33'000 | 14'924 | 14'924 | 664'093 CHF | 664'445 CHF | 99.67% | 99.67% |
08.07.2024 | 0.06% | 43.39 CHF | 43.41 CHF | 33'000 | 33'000 | 14'890 | 14'890 | 641'281 CHF | 641'633 CHF | 99.84% | 99.84% |
05.07.2024 | 0.06% | 42.98 CHF | 43.00 CHF | 33'000 | 33'000 | 14'798 | 14'798 | 640'703 CHF | 641'053 CHF | 98.69% | 98.69% |
04.07.2024 | 0.06% | 43.34 CHF | 43.36 CHF | 10'000 | 10'000 | 9'989 | 9'989 | 432'820 CHF | 433'073 CHF | 97.83% | 97.83% |
03.07.2024 | 0.06% | 42.61 CHF | 42.63 CHF | 33'000 | 33'000 | 15'318 | 15'318 | 635'484 CHF | 635'851 CHF | 95.86% | 95.86% |
02.07.2024 | 0.06% | 41.47 CHF | 41.49 CHF | 35'000 | 35'000 | 15'340 | 15'340 | 639'883 CHF | 640'248 CHF | 96.82% | 96.82% |