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% | 25.58 CHF | 25.60 CHF | 43'000 | 43'000 | 21'650 | 21'650 | 543'989 CHF | 544'424 CHF | 98.73% | 98.73% |
12.07.2024 | 0.09% | 23.60 CHF | 23.62 CHF | 45'000 | 45'000 | 23'685 | 23'685 | 531'866 CHF | 532'341 CHF | 99.75% | 99.75% |
11.07.2024 | 0.08% | 25.47 CHF | 25.49 CHF | 43'000 | 43'000 | 21'123 | 21'123 | 543'297 CHF | 543'723 CHF | 99.87% | 99.87% |
10.07.2024 | 0.08% | 25.54 CHF | 25.56 CHF | 43'000 | 43'000 | 21'315 | 21'315 | 545'165 CHF | 545'592 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 25.04 CHF | 25.06 CHF | 44'000 | 44'000 | 22'572 | 22'572 | 549'425 CHF | 549'877 CHF | 98.71% | 98.71% |
08.07.2024 | 0.09% | 24.61 CHF | 24.63 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 539'519 CHF | 539'975 CHF | 100.00% | 100.00% |
05.07.2024 | 0.09% | 23.79 CHF | 23.81 CHF | 45'000 | 45'000 | 22'743 | 22'743 | 540'798 CHF | 541'254 CHF | 99.23% | 99.23% |
04.07.2024 | 0.09% | 23.42 CHF | 23.44 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 422'624 CHF | 422'988 CHF | 95.28% | 95.28% |
03.07.2024 | 0.09% | 23.08 CHF | 23.10 CHF | 46'000 | 46'000 | 22'953 | 22'953 | 514'825 CHF | 515'285 CHF | 96.21% | 96.21% |
02.07.2024 | 0.13% | 21.05 CHF | 21.07 CHF | 49'000 | 49'000 | 24'457 | 24'457 | 474'663 CHF | 475'199 CHF | 99.10% | 99.10% |