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 | 0.13% | 21.39 CHF | 21.41 CHF | 30'000 | 30'000 | 16'537 | 16'537 | 348'544 CHF | 348'975 CHF | 99.98% | 99.98% |
12.07.2024 | 0.13% | 21.07 CHF | 21.09 CHF | 30'000 | 30'000 | 16'543 | 16'543 | 348'534 CHF | 348'965 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 21.23 CHF | 21.25 CHF | 30'000 | 30'000 | 16'453 | 16'453 | 358'802 CHF | 359'231 CHF | 99.95% | 99.95% |
10.07.2024 | 0.13% | 21.90 CHF | 21.92 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 356'713 CHF | 357'140 CHF | 99.99% | 99.99% |
09.07.2024 | 0.13% | 21.87 CHF | 21.89 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 356'375 CHF | 356'802 CHF | 100.00% | 100.00% |
08.07.2024 | 0.13% | 21.75 CHF | 21.77 CHF | 29'000 | 29'000 | 16'459 | 16'459 | 357'671 CHF | 358'100 CHF | 99.88% | 99.88% |
05.07.2024 | 0.13% | 21.87 CHF | 21.89 CHF | 29'000 | 29'000 | 16'392 | 16'392 | 351'585 CHF | 352'013 CHF | 98.69% | 98.69% |
04.07.2024 | 0.14% | 21.25 CHF | 21.28 CHF | 15'000 | 15'000 | 13'415 | 13'415 | 284'587 CHF | 284'989 CHF | 99.33% | 99.33% |
03.07.2024 | 0.13% | 21.14 CHF | 21.16 CHF | 30'000 | 30'000 | 16'519 | 16'519 | 348'440 CHF | 348'871 CHF | 99.89% | 99.89% |
02.07.2024 | 0.13% | 20.86 CHF | 20.88 CHF | 30'000 | 30'000 | 16'549 | 16'549 | 342'385 CHF | 342'783 CHF | 99.63% | 99.63% |