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% | 27.09 CHF | 27.11 CHF | 43'000 | 43'000 | 21'686 | 21'686 | 577'744 CHF | 578'180 CHF | 98.26% | 98.26% |
12.07.2024 | 0.09% | 25.11 CHF | 25.13 CHF | 45'000 | 45'000 | 23'671 | 23'671 | 567'424 CHF | 567'899 CHF | 99.69% | 99.69% |
11.07.2024 | 0.08% | 26.99 CHF | 27.01 CHF | 43'000 | 43'000 | 21'118 | 21'118 | 575'196 CHF | 575'622 CHF | 99.83% | 99.83% |
10.07.2024 | 0.08% | 27.06 CHF | 27.08 CHF | 43'000 | 43'000 | 21'315 | 21'315 | 577'575 CHF | 578'002 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 26.56 CHF | 26.58 CHF | 44'000 | 44'000 | 22'577 | 22'577 | 583'785 CHF | 584'238 CHF | 99.14% | 99.14% |
08.07.2024 | 0.08% | 26.12 CHF | 26.14 CHF | 44'000 | 44'000 | 22'720 | 22'720 | 573'756 CHF | 574'212 CHF | 99.97% | 99.97% |
05.07.2024 | 0.08% | 25.31 CHF | 25.33 CHF | 45'000 | 45'000 | 22'668 | 22'668 | 573'484 CHF | 573'938 CHF | 98.91% | 98.91% |
04.07.2024 | 0.08% | 24.94 CHF | 24.96 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 450'306 CHF | 450'670 CHF | 95.27% | 95.27% |
03.07.2024 | 0.09% | 24.60 CHF | 24.62 CHF | 46'000 | 46'000 | 22'945 | 22'945 | 549'590 CHF | 550'050 CHF | 96.19% | 96.19% |
02.07.2024 | 0.12% | 22.58 CHF | 22.60 CHF | 49'000 | 49'000 | 24'463 | 24'463 | 512'056 CHF | 512'592 CHF | 99.10% | 99.10% |