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% | 21.69 CHF | 21.71 CHF | 30'000 | 30'000 | 16'537 | 16'537 | 353'546 CHF | 353'977 CHF | 99.98% | 99.98% |
12.07.2024 | 0.13% | 21.37 CHF | 21.39 CHF | 30'000 | 30'000 | 16'541 | 16'541 | 353'499 CHF | 353'930 CHF | 99.98% | 99.98% |
11.07.2024 | 0.13% | 21.54 CHF | 21.56 CHF | 30'000 | 30'000 | 16'448 | 16'448 | 363'676 CHF | 364'106 CHF | 99.91% | 99.91% |
10.07.2024 | 0.13% | 22.20 CHF | 22.22 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 361'663 CHF | 362'090 CHF | 99.99% | 99.99% |
09.07.2024 | 0.13% | 22.18 CHF | 22.20 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 361'295 CHF | 361'722 CHF | 99.99% | 99.99% |
08.07.2024 | 0.13% | 22.05 CHF | 22.07 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 363'272 CHF | 363'703 CHF | 99.81% | 99.81% |
05.07.2024 | 0.13% | 22.18 CHF | 22.20 CHF | 29'000 | 29'000 | 16'374 | 16'374 | 356'155 CHF | 356'583 CHF | 99.27% | 99.27% |
04.07.2024 | 0.14% | 21.55 CHF | 21.58 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 288'481 CHF | 288'883 CHF | 100.00% | 100.00% |
03.07.2024 | 0.13% | 21.44 CHF | 21.46 CHF | 30'000 | 30'000 | 16'534 | 16'534 | 353'797 CHF | 354'228 CHF | 99.99% | 99.99% |
02.07.2024 | 0.13% | 21.16 CHF | 21.18 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 347'161 CHF | 347'559 CHF | 99.98% | 99.98% |