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 | 0.09% | 22.32 CHF | 22.34 CHF | 43'000 | 43'000 | 21'691 | 21'691 | 474'349 CHF | 474'784 CHF | 97.62% | 97.62% |
12.07.2024 | 0.11% | 20.34 CHF | 20.36 CHF | 45'000 | 45'000 | 23'681 | 23'681 | 454'531 CHF | 455'006 CHF | 99.72% | 99.72% |
11.07.2024 | 0.09% | 22.22 CHF | 22.24 CHF | 43'000 | 43'000 | 21'117 | 21'117 | 474'232 CHF | 474'658 CHF | 99.84% | 99.84% |
10.07.2024 | 0.09% | 22.27 CHF | 22.29 CHF | 43'000 | 43'000 | 21'316 | 21'316 | 475'453 CHF | 475'881 CHF | 100.00% | 100.00% |
09.07.2024 | 0.10% | 21.77 CHF | 21.79 CHF | 44'000 | 44'000 | 22'574 | 22'574 | 475'601 CHF | 476'053 CHF | 99.13% | 99.13% |
08.07.2024 | 0.10% | 21.34 CHF | 21.36 CHF | 44'000 | 44'000 | 22'718 | 22'718 | 465'190 CHF | 465'645 CHF | 99.96% | 99.96% |
05.07.2024 | 0.10% | 20.52 CHF | 20.54 CHF | 45'000 | 45'000 | 22'664 | 22'664 | 464'896 CHF | 465'351 CHF | 98.90% | 98.90% |
04.07.2024 | 0.10% | 20.15 CHF | 20.17 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 362'961 CHF | 363'325 CHF | 95.27% | 95.27% |
03.07.2024 | 0.11% | 19.80 CHF | 19.82 CHF | 46'000 | 46'000 | 22'947 | 22'947 | 439'407 CHF | 439'867 CHF | 96.20% | 96.20% |
02.07.2024 | 0.15% | 17.77 CHF | 17.79 CHF | 49'000 | 49'000 | 24'457 | 24'457 | 394'184 CHF | 394'721 CHF | 99.08% | 99.08% |