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 | 0.14% | 20.47 CHF | 20.49 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 333'351 CHF | 333'782 CHF | 99.96% | 99.96% |
12.07.2024 | 0.14% | 20.16 CHF | 20.18 CHF | 30'000 | 30'000 | 16'541 | 16'541 | 333'325 CHF | 333'756 CHF | 99.98% | 99.98% |
11.07.2024 | 0.13% | 20.32 CHF | 20.34 CHF | 30'000 | 30'000 | 16'455 | 16'455 | 343'763 CHF | 344'193 CHF | 99.97% | 99.97% |
10.07.2024 | 0.13% | 20.98 CHF | 21.00 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 341'723 CHF | 342'150 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 20.96 CHF | 20.98 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 341'371 CHF | 341'798 CHF | 99.99% | 99.99% |
08.07.2024 | 0.14% | 20.83 CHF | 20.85 CHF | 29'000 | 29'000 | 16'459 | 16'459 | 342'597 CHF | 343'027 CHF | 99.89% | 99.89% |
05.07.2024 | 0.14% | 20.96 CHF | 20.98 CHF | 29'000 | 29'000 | 16'369 | 16'369 | 336'045 CHF | 336'473 CHF | 99.23% | 99.23% |
04.07.2024 | 0.15% | 20.33 CHF | 20.36 CHF | 15'000 | 15'000 | 13'415 | 13'415 | 272'241 CHF | 272'643 CHF | 99.33% | 99.33% |
03.07.2024 | 0.14% | 20.22 CHF | 20.24 CHF | 30'000 | 30'000 | 16'519 | 16'519 | 333'241 CHF | 333'672 CHF | 99.89% | 99.89% |
02.07.2024 | 0.14% | 19.93 CHF | 19.95 CHF | 30'000 | 30'000 | 16'551 | 16'551 | 327'145 CHF | 327'543 CHF | 99.64% | 99.64% |