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 | 0.07% | 29.09 CHF | 29.11 CHF | 43'000 | 43'000 | 21'648 | 21'648 | 619'981 CHF | 620'416 CHF | 98.73% | 98.73% |
12.07.2024 | 0.08% | 27.11 CHF | 27.13 CHF | 45'000 | 45'000 | 23'689 | 23'689 | 615'182 CHF | 615'657 CHF | 99.75% | 99.75% |
11.07.2024 | 0.07% | 28.98 CHF | 29.00 CHF | 43'000 | 43'000 | 21'119 | 21'119 | 617'398 CHF | 617'824 CHF | 99.94% | 99.94% |
10.07.2024 | 0.07% | 29.07 CHF | 29.09 CHF | 43'000 | 43'000 | 21'314 | 21'314 | 620'260 CHF | 620'687 CHF | 99.99% | 99.99% |
09.07.2024 | 0.07% | 28.57 CHF | 28.59 CHF | 44'000 | 44'000 | 22'568 | 22'568 | 628'805 CHF | 629'258 CHF | 98.65% | 98.65% |
08.07.2024 | 0.08% | 28.13 CHF | 28.15 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 619'371 CHF | 619'827 CHF | 100.00% | 100.00% |
05.07.2024 | 0.07% | 27.31 CHF | 27.33 CHF | 45'000 | 45'000 | 22'740 | 22'740 | 620'773 CHF | 621'229 CHF | 99.23% | 99.23% |
04.07.2024 | 0.07% | 26.95 CHF | 26.97 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 486'854 CHF | 487'218 CHF | 95.28% | 95.28% |
03.07.2024 | 0.08% | 26.61 CHF | 26.63 CHF | 46'000 | 46'000 | 22'955 | 22'955 | 595'965 CHF | 596'425 CHF | 96.22% | 96.22% |
02.07.2024 | 0.11% | 24.59 CHF | 24.61 CHF | 49'000 | 49'000 | 24'453 | 24'453 | 561'125 CHF | 561'662 CHF | 99.08% | 99.08% |