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% | 28.20 CHF | 28.22 CHF | 43'000 | 43'000 | 21'646 | 21'646 | 600'708 CHF | 601'143 CHF | 98.72% | 98.72% |
12.07.2024 | 0.08% | 26.22 CHF | 26.24 CHF | 45'000 | 45'000 | 23'687 | 23'687 | 594'106 CHF | 594'581 CHF | 99.74% | 99.74% |
11.07.2024 | 0.07% | 28.09 CHF | 28.11 CHF | 43'000 | 43'000 | 21'116 | 21'116 | 598'560 CHF | 598'986 CHF | 99.92% | 99.92% |
10.07.2024 | 0.07% | 28.18 CHF | 28.20 CHF | 43'000 | 43'000 | 21'317 | 21'317 | 601'346 CHF | 601'774 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 27.68 CHF | 27.70 CHF | 44'000 | 44'000 | 22'567 | 22'567 | 608'678 CHF | 609'130 CHF | 98.68% | 98.68% |
08.07.2024 | 0.08% | 27.24 CHF | 27.26 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 599'169 CHF | 599'625 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 26.42 CHF | 26.44 CHF | 45'000 | 45'000 | 22'739 | 22'739 | 600'523 CHF | 600'978 CHF | 99.22% | 99.22% |
04.07.2024 | 0.08% | 26.05 CHF | 26.07 CHF | 23'000 | 23'000 | 18'201 | 18'201 | 470'406 CHF | 470'770 CHF | 95.27% | 95.27% |
03.07.2024 | 0.08% | 25.71 CHF | 25.73 CHF | 46'000 | 46'000 | 22'954 | 22'954 | 575'461 CHF | 575'921 CHF | 96.21% | 96.21% |
02.07.2024 | 0.11% | 23.70 CHF | 23.72 CHF | 49'000 | 49'000 | 24'463 | 24'463 | 539'459 CHF | 539'996 CHF | 99.11% | 99.11% |