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% | 23.68 CHF | 23.70 CHF | 43'000 | 43'000 | 21'687 | 21'687 | 503'799 CHF | 504'235 CHF | 98.27% | 98.27% |
12.07.2024 | 0.10% | 21.70 CHF | 21.72 CHF | 45'000 | 45'000 | 23'675 | 23'675 | 486'700 CHF | 487'175 CHF | 99.71% | 99.71% |
11.07.2024 | 0.09% | 23.58 CHF | 23.60 CHF | 43'000 | 43'000 | 21'107 | 21'107 | 502'820 CHF | 503'245 CHF | 99.89% | 99.89% |
10.07.2024 | 0.09% | 23.64 CHF | 23.66 CHF | 43'000 | 43'000 | 21'317 | 21'317 | 504'655 CHF | 505'083 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 23.14 CHF | 23.16 CHF | 44'000 | 44'000 | 22'575 | 22'575 | 506'510 CHF | 506'963 CHF | 99.14% | 99.14% |
08.07.2024 | 0.09% | 22.71 CHF | 22.73 CHF | 44'000 | 44'000 | 22'721 | 22'721 | 496'236 CHF | 496'692 CHF | 99.97% | 99.97% |
05.07.2024 | 0.09% | 21.89 CHF | 21.91 CHF | 45'000 | 45'000 | 22'668 | 22'668 | 495'994 CHF | 496'449 CHF | 98.91% | 98.91% |
04.07.2024 | 0.09% | 21.52 CHF | 21.54 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 387'921 CHF | 388'285 CHF | 95.27% | 95.27% |
03.07.2024 | 0.10% | 21.17 CHF | 21.19 CHF | 46'000 | 46'000 | 22'947 | 22'947 | 470'903 CHF | 471'363 CHF | 96.20% | 96.20% |
02.07.2024 | 0.14% | 19.14 CHF | 19.16 CHF | 49'000 | 49'000 | 24'468 | 24'468 | 428'020 CHF | 428'556 CHF | 99.13% | 99.13% |