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% | 23.23 CHF | 23.25 CHF | 43'000 | 43'000 | 21'691 | 21'691 | 494'069 CHF | 494'505 CHF | 97.62% | 97.62% |
12.07.2024 | 0.10% | 21.25 CHF | 21.27 CHF | 45'000 | 45'000 | 23'674 | 23'674 | 475'942 CHF | 476'417 CHF | 99.70% | 99.70% |
11.07.2024 | 0.09% | 23.13 CHF | 23.15 CHF | 43'000 | 43'000 | 21'115 | 21'115 | 493'429 CHF | 493'855 CHF | 99.81% | 99.81% |
10.07.2024 | 0.09% | 23.18 CHF | 23.20 CHF | 43'000 | 43'000 | 21'314 | 21'314 | 494'855 CHF | 495'282 CHF | 99.99% | 99.99% |
09.07.2024 | 0.09% | 22.69 CHF | 22.71 CHF | 44'000 | 44'000 | 22'577 | 22'577 | 496'273 CHF | 496'725 CHF | 99.14% | 99.14% |
08.07.2024 | 0.10% | 22.25 CHF | 22.27 CHF | 44'000 | 44'000 | 22'721 | 22'721 | 485'912 CHF | 486'367 CHF | 99.97% | 99.97% |
05.07.2024 | 0.09% | 21.44 CHF | 21.46 CHF | 45'000 | 45'000 | 22'666 | 22'666 | 485'616 CHF | 486'070 CHF | 98.91% | 98.91% |
04.07.2024 | 0.10% | 21.06 CHF | 21.08 CHF | 23'000 | 23'000 | 18'201 | 18'201 | 379'467 CHF | 379'831 CHF | 95.27% | 95.27% |
03.07.2024 | 0.10% | 20.72 CHF | 20.74 CHF | 46'000 | 46'000 | 22'948 | 22'948 | 460'418 CHF | 460'878 CHF | 96.19% | 96.19% |
02.07.2024 | 0.15% | 18.69 CHF | 18.71 CHF | 49'000 | 49'000 | 24'466 | 24'466 | 416'798 CHF | 417'335 CHF | 99.13% | 99.13% |