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% | 25.96 CHF | 25.98 CHF | 43'000 | 43'000 | 21'689 | 21'689 | 553'209 CHF | 553'644 CHF | 97.61% | 97.61% |
12.07.2024 | 0.09% | 23.97 CHF | 23.99 CHF | 45'000 | 45'000 | 23'676 | 23'676 | 540'573 CHF | 541'048 CHF | 99.71% | 99.71% |
11.07.2024 | 0.08% | 25.85 CHF | 25.87 CHF | 43'000 | 43'000 | 21'120 | 21'120 | 551'197 CHF | 551'623 CHF | 99.85% | 99.85% |
10.07.2024 | 0.08% | 25.92 CHF | 25.94 CHF | 43'000 | 43'000 | 21'314 | 21'314 | 553'223 CHF | 553'651 CHF | 99.99% | 99.99% |
09.07.2024 | 0.08% | 25.42 CHF | 25.44 CHF | 44'000 | 44'000 | 22'577 | 22'577 | 558'027 CHF | 558'479 CHF | 99.14% | 99.14% |
08.07.2024 | 0.09% | 24.98 CHF | 25.00 CHF | 44'000 | 44'000 | 22'718 | 22'718 | 547'836 CHF | 548'291 CHF | 99.96% | 99.96% |
05.07.2024 | 0.08% | 24.17 CHF | 24.19 CHF | 45'000 | 45'000 | 22'666 | 22'666 | 547'590 CHF | 548'044 CHF | 98.91% | 98.91% |
04.07.2024 | 0.08% | 23.80 CHF | 23.82 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 429'503 CHF | 429'867 CHF | 95.27% | 95.27% |
03.07.2024 | 0.09% | 23.46 CHF | 23.48 CHF | 46'000 | 46'000 | 22'947 | 22'947 | 523'363 CHF | 523'823 CHF | 96.20% | 96.20% |
02.07.2024 | 0.12% | 21.43 CHF | 21.45 CHF | 49'000 | 49'000 | 24'462 | 24'462 | 483'974 CHF | 484'511 CHF | 99.11% | 99.11% |