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% | 27.56 CHF | 27.58 CHF | 43'000 | 43'000 | 21'648 | 21'648 | 586'729 CHF | 587'164 CHF | 98.73% | 98.73% |
12.07.2024 | 0.08% | 25.57 CHF | 25.59 CHF | 45'000 | 45'000 | 23'689 | 23'689 | 578'796 CHF | 579'271 CHF | 99.75% | 99.75% |
11.07.2024 | 0.07% | 27.45 CHF | 27.47 CHF | 43'000 | 43'000 | 21'113 | 21'113 | 584'801 CHF | 585'227 CHF | 99.91% | 99.91% |
10.07.2024 | 0.07% | 27.53 CHF | 27.55 CHF | 43'000 | 43'000 | 21'317 | 21'317 | 587'498 CHF | 587'926 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 27.03 CHF | 27.05 CHF | 44'000 | 44'000 | 22'568 | 22'568 | 594'065 CHF | 594'517 CHF | 98.65% | 98.65% |
08.07.2024 | 0.08% | 26.59 CHF | 26.61 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 584'446 CHF | 584'902 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 25.77 CHF | 25.79 CHF | 45'000 | 45'000 | 22'737 | 22'737 | 585'716 CHF | 586'172 CHF | 99.22% | 99.22% |
04.07.2024 | 0.08% | 25.41 CHF | 25.43 CHF | 23'000 | 23'000 | 18'201 | 18'201 | 458'585 CHF | 458'949 CHF | 95.28% | 95.28% |
03.07.2024 | 0.08% | 25.06 CHF | 25.08 CHF | 46'000 | 46'000 | 22'954 | 22'954 | 560'477 CHF | 560'937 CHF | 96.22% | 96.22% |
02.07.2024 | 0.11% | 23.05 CHF | 23.07 CHF | 49'000 | 49'000 | 24'464 | 24'464 | 523'532 CHF | 524'069 CHF | 99.11% | 99.11% |