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% | 22.77 CHF | 22.79 CHF | 43'000 | 43'000 | 21'684 | 21'684 | 483'998 CHF | 484'433 CHF | 98.26% | 98.26% |
12.07.2024 | 0.11% | 20.79 CHF | 20.81 CHF | 45'000 | 45'000 | 23'677 | 23'677 | 465'263 CHF | 465'738 CHF | 99.72% | 99.72% |
11.07.2024 | 0.09% | 22.67 CHF | 22.69 CHF | 43'000 | 43'000 | 21'113 | 21'113 | 483'805 CHF | 484'231 CHF | 99.92% | 99.92% |
10.07.2024 | 0.09% | 22.72 CHF | 22.74 CHF | 43'000 | 43'000 | 21'314 | 21'314 | 485'140 CHF | 485'567 CHF | 99.99% | 99.99% |
09.07.2024 | 0.10% | 22.23 CHF | 22.25 CHF | 44'000 | 44'000 | 22'573 | 22'573 | 485'918 CHF | 486'370 CHF | 99.13% | 99.13% |
08.07.2024 | 0.10% | 21.80 CHF | 21.82 CHF | 44'000 | 44'000 | 22'720 | 22'720 | 475'575 CHF | 476'031 CHF | 99.97% | 99.97% |
05.07.2024 | 0.10% | 20.98 CHF | 21.00 CHF | 45'000 | 45'000 | 22'670 | 22'670 | 475'377 CHF | 475'832 CHF | 98.92% | 98.92% |
04.07.2024 | 0.10% | 20.61 CHF | 20.63 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 371'303 CHF | 371'667 CHF | 95.28% | 95.28% |
03.07.2024 | 0.11% | 20.26 CHF | 20.28 CHF | 46'000 | 46'000 | 22'946 | 22'946 | 449'919 CHF | 450'379 CHF | 96.20% | 96.20% |
02.07.2024 | 0.15% | 18.23 CHF | 18.25 CHF | 49'000 | 49'000 | 24'458 | 24'458 | 405'452 CHF | 405'988 CHF | 99.09% | 99.09% |