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 | 0.21% | 24.25 CHF | 24.30 CHF | 30'000 | 30'000 | 29'719 | 29'717 | 713'763 CHF | 715'199 CHF | 99.99% | 99.99% |
12.07.2024 | 0.21% | 24.00 CHF | 24.05 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 703'807 CHF | 705'295 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 23.75 CHF | 23.80 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 713'421 CHF | 714'908 CHF | 99.58% | 99.58% |
10.07.2024 | 0.21% | 23.75 CHF | 23.80 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 703'759 CHF | 705'247 CHF | 99.86% | 99.86% |
09.07.2024 | 0.21% | 23.65 CHF | 23.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 702'692 CHF | 704'171 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 23.55 CHF | 23.60 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 697'092 CHF | 698'580 CHF | 99.98% | 99.98% |
05.07.2024 | 0.22% | 23.35 CHF | 23.40 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 691'470 CHF | 692'941 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 23.25 CHF | 23.30 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 692'512 CHF | 694'000 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 23.20 CHF | 23.25 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 688'088 CHF | 689'576 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 22.90 CHF | 22.95 CHF | 30'000 | 30'000 | 29'720 | 29'719 | 674'993 CHF | 676'455 CHF | 100.00% | 100.00% |