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% | 28.92 CHF | 28.94 CHF | 43'000 | 43'000 | 21'691 | 21'691 | 617'625 CHF | 618'061 CHF | 97.62% | 97.62% |
12.07.2024 | 0.08% | 26.94 CHF | 26.96 CHF | 45'000 | 45'000 | 23'676 | 23'676 | 610'855 CHF | 611'330 CHF | 99.71% | 99.71% |
11.07.2024 | 0.07% | 28.81 CHF | 28.83 CHF | 43'000 | 43'000 | 21'123 | 21'123 | 613'996 CHF | 614'422 CHF | 99.85% | 99.85% |
10.07.2024 | 0.07% | 28.90 CHF | 28.92 CHF | 43'000 | 43'000 | 21'314 | 21'314 | 616'686 CHF | 617'114 CHF | 99.99% | 99.99% |
09.07.2024 | 0.07% | 28.40 CHF | 28.42 CHF | 44'000 | 44'000 | 22'573 | 22'573 | 625'094 CHF | 625'546 CHF | 99.13% | 99.13% |
08.07.2024 | 0.08% | 27.96 CHF | 27.98 CHF | 44'000 | 44'000 | 22'720 | 22'720 | 615'342 CHF | 615'798 CHF | 99.97% | 99.97% |
05.07.2024 | 0.07% | 27.14 CHF | 27.16 CHF | 45'000 | 45'000 | 22'660 | 22'660 | 614'851 CHF | 615'305 CHF | 98.88% | 98.88% |
04.07.2024 | 0.08% | 26.78 CHF | 26.80 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 483'749 CHF | 484'113 CHF | 95.27% | 95.27% |
03.07.2024 | 0.08% | 26.44 CHF | 26.46 CHF | 46'000 | 46'000 | 22'947 | 22'947 | 591'848 CHF | 592'308 CHF | 96.20% | 96.20% |
02.07.2024 | 0.11% | 24.42 CHF | 24.44 CHF | 49'000 | 49'000 | 24'465 | 24'465 | 557'192 CHF | 557'728 CHF | 99.12% | 99.12% |