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% | 27.77 CHF | 27.79 CHF | 43'000 | 43'000 | 21'650 | 21'650 | 591'390 CHF | 591'825 CHF | 98.73% | 98.73% |
12.07.2024 | 0.08% | 25.78 CHF | 25.80 CHF | 45'000 | 45'000 | 23'683 | 23'683 | 583'682 CHF | 584'157 CHF | 99.74% | 99.74% |
11.07.2024 | 0.07% | 27.66 CHF | 27.68 CHF | 43'000 | 43'000 | 21'118 | 21'118 | 589'440 CHF | 589'866 CHF | 99.84% | 99.84% |
10.07.2024 | 0.07% | 27.74 CHF | 27.76 CHF | 43'000 | 43'000 | 21'315 | 21'315 | 591'984 CHF | 592'412 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 27.24 CHF | 27.26 CHF | 44'000 | 44'000 | 22'570 | 22'570 | 598'932 CHF | 599'384 CHF | 98.62% | 98.62% |
08.07.2024 | 0.08% | 26.80 CHF | 26.82 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 589'277 CHF | 589'733 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 25.99 CHF | 26.01 CHF | 45'000 | 45'000 | 22'741 | 22'741 | 590'654 CHF | 591'110 CHF | 99.23% | 99.23% |
04.07.2024 | 0.08% | 25.62 CHF | 25.64 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 462'647 CHF | 463'011 CHF | 95.27% | 95.27% |
03.07.2024 | 0.08% | 25.28 CHF | 25.30 CHF | 46'000 | 46'000 | 22'950 | 22'950 | 565'283 CHF | 565'743 CHF | 96.19% | 96.19% |
02.07.2024 | 0.11% | 23.26 CHF | 23.28 CHF | 49'000 | 49'000 | 24'465 | 24'465 | 528'809 CHF | 529'346 CHF | 99.13% | 99.13% |