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% | 26.68 CHF | 26.70 CHF | 43'000 | 43'000 | 21'651 | 21'651 | 567'797 CHF | 568'232 CHF | 98.73% | 98.73% |
12.07.2024 | 0.09% | 24.69 CHF | 24.71 CHF | 45'000 | 45'000 | 23'683 | 23'683 | 557'858 CHF | 558'333 CHF | 99.74% | 99.74% |
11.07.2024 | 0.08% | 26.57 CHF | 26.59 CHF | 43'000 | 43'000 | 21'122 | 21'122 | 566'472 CHF | 566'898 CHF | 99.86% | 99.86% |
10.07.2024 | 0.08% | 26.65 CHF | 26.67 CHF | 43'000 | 43'000 | 21'316 | 21'316 | 568'707 CHF | 569'135 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 26.15 CHF | 26.17 CHF | 44'000 | 44'000 | 22'566 | 22'566 | 574'132 CHF | 574'584 CHF | 98.68% | 98.68% |
08.07.2024 | 0.08% | 25.71 CHF | 25.73 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 564'478 CHF | 564'934 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 24.89 CHF | 24.91 CHF | 45'000 | 45'000 | 22'739 | 22'739 | 565'741 CHF | 566'197 CHF | 99.23% | 99.23% |
04.07.2024 | 0.08% | 24.52 CHF | 24.54 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 442'703 CHF | 443'067 CHF | 95.27% | 95.27% |
03.07.2024 | 0.09% | 24.18 CHF | 24.20 CHF | 46'000 | 46'000 | 22'954 | 22'954 | 540'211 CHF | 540'671 CHF | 96.22% | 96.22% |
02.07.2024 | 0.12% | 22.16 CHF | 22.18 CHF | 49'000 | 49'000 | 24'463 | 24'463 | 501'841 CHF | 502'378 CHF | 99.12% | 99.12% |