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 | 0.08% | 27.78 CHF | 27.80 CHF | 43'000 | 43'000 | 21'694 | 21'694 | 592'895 CHF | 593'331 CHF | 97.62% | 97.62% |
12.07.2024 | 0.08% | 25.79 CHF | 25.81 CHF | 45'000 | 45'000 | 23'675 | 23'675 | 583'754 CHF | 584'228 CHF | 99.70% | 99.70% |
11.07.2024 | 0.07% | 27.67 CHF | 27.69 CHF | 43'000 | 43'000 | 21'120 | 21'120 | 589'730 CHF | 590'155 CHF | 99.84% | 99.84% |
10.07.2024 | 0.07% | 27.75 CHF | 27.77 CHF | 43'000 | 43'000 | 21'315 | 21'315 | 592'218 CHF | 592'645 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 27.25 CHF | 27.27 CHF | 44'000 | 44'000 | 22'577 | 22'577 | 599'293 CHF | 599'745 CHF | 99.14% | 99.14% |
08.07.2024 | 0.08% | 26.81 CHF | 26.83 CHF | 44'000 | 44'000 | 22'721 | 22'721 | 589'340 CHF | 589'796 CHF | 99.97% | 99.97% |
05.07.2024 | 0.08% | 26.00 CHF | 26.02 CHF | 45'000 | 45'000 | 22'664 | 22'664 | 588'963 CHF | 589'418 CHF | 98.89% | 98.89% |
04.07.2024 | 0.08% | 25.63 CHF | 25.65 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 462'819 CHF | 463'183 CHF | 95.27% | 95.27% |
03.07.2024 | 0.08% | 25.29 CHF | 25.31 CHF | 46'000 | 46'000 | 22'944 | 22'944 | 565'370 CHF | 565'830 CHF | 96.19% | 96.19% |
02.07.2024 | 0.11% | 23.27 CHF | 23.29 CHF | 49'000 | 49'000 | 24'468 | 24'468 | 529'057 CHF | 529'593 CHF | 99.12% | 99.12% |