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% | 26.64 CHF | 26.66 CHF | 43'000 | 43'000 | 21'695 | 21'695 | 568'162 CHF | 568'598 CHF | 97.63% | 97.63% |
12.07.2024 | 0.09% | 24.65 CHF | 24.67 CHF | 45'000 | 45'000 | 23'675 | 23'675 | 556'730 CHF | 557'204 CHF | 99.71% | 99.71% |
11.07.2024 | 0.08% | 26.53 CHF | 26.55 CHF | 43'000 | 43'000 | 21'123 | 21'123 | 565'674 CHF | 566'100 CHF | 99.87% | 99.87% |
10.07.2024 | 0.08% | 26.61 CHF | 26.63 CHF | 43'000 | 43'000 | 21'316 | 21'316 | 567'870 CHF | 568'298 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 26.10 CHF | 26.12 CHF | 44'000 | 44'000 | 22'574 | 22'574 | 573'368 CHF | 573'820 CHF | 99.13% | 99.13% |
08.07.2024 | 0.08% | 25.67 CHF | 25.69 CHF | 44'000 | 44'000 | 22'721 | 22'721 | 563'419 CHF | 563'874 CHF | 99.97% | 99.97% |
05.07.2024 | 0.08% | 24.85 CHF | 24.87 CHF | 45'000 | 45'000 | 22'664 | 22'664 | 563'029 CHF | 563'483 CHF | 98.90% | 98.90% |
04.07.2024 | 0.08% | 24.48 CHF | 24.50 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 441'973 CHF | 442'337 CHF | 95.27% | 95.27% |
03.07.2024 | 0.09% | 24.14 CHF | 24.16 CHF | 46'000 | 46'000 | 22'947 | 22'947 | 539'098 CHF | 539'558 CHF | 96.20% | 96.20% |
02.07.2024 | 0.12% | 22.12 CHF | 22.14 CHF | 49'000 | 49'000 | 24'461 | 24'461 | 500'766 CHF | 501'303 CHF | 99.10% | 99.10% |