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% | 23.17 CHF | 23.19 CHF | 43'000 | 43'000 | 21'663 | 21'663 | 492'310 CHF | 492'746 CHF | 98.51% | 98.51% |
12.07.2024 | 0.10% | 21.21 CHF | 21.23 CHF | 45'000 | 45'000 | 23'632 | 23'632 | 474'501 CHF | 474'975 CHF | 99.52% | 99.52% |
11.07.2024 | 0.09% | 23.07 CHF | 23.09 CHF | 43'000 | 43'000 | 21'120 | 21'120 | 492'415 CHF | 492'840 CHF | 99.85% | 99.85% |
10.07.2024 | 0.09% | 23.13 CHF | 23.15 CHF | 43'000 | 43'000 | 21'277 | 21'277 | 492'894 CHF | 493'321 CHF | 99.82% | 99.82% |
09.07.2024 | 0.09% | 22.64 CHF | 22.66 CHF | 44'000 | 44'000 | 22'568 | 22'568 | 495'129 CHF | 495'582 CHF | 98.66% | 98.66% |
08.07.2024 | 0.10% | 22.21 CHF | 22.23 CHF | 44'000 | 44'000 | 22'709 | 22'709 | 484'772 CHF | 485'228 CHF | 99.92% | 99.92% |
05.07.2024 | 0.10% | 21.40 CHF | 21.42 CHF | 45'000 | 45'000 | 22'630 | 22'630 | 483'972 CHF | 484'425 CHF | 98.75% | 98.75% |
04.07.2024 | 0.10% | 21.03 CHF | 21.05 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 378'987 CHF | 379'351 CHF | 95.27% | 95.27% |
03.07.2024 | 0.10% | 20.68 CHF | 20.70 CHF | 46'000 | 46'000 | 22'819 | 22'819 | 457'055 CHF | 457'513 CHF | 95.46% | 95.46% |
02.07.2024 | 0.15% | 18.67 CHF | 18.69 CHF | 49'000 | 49'000 | 24'473 | 24'473 | 416'845 CHF | 417'382 CHF | 99.08% | 99.08% |