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% | 22.73 CHF | 22.75 CHF | 43'000 | 43'000 | 21'657 | 21'657 | 482'579 CHF | 483'014 CHF | 98.55% | 98.55% |
12.07.2024 | 0.11% | 20.77 CHF | 20.79 CHF | 45'000 | 45'000 | 23'630 | 23'630 | 464'025 CHF | 464'499 CHF | 99.52% | 99.52% |
11.07.2024 | 0.09% | 22.63 CHF | 22.65 CHF | 43'000 | 43'000 | 21'113 | 21'113 | 482'924 CHF | 483'350 CHF | 99.82% | 99.82% |
10.07.2024 | 0.09% | 22.68 CHF | 22.70 CHF | 43'000 | 43'000 | 21'277 | 21'277 | 483'470 CHF | 483'897 CHF | 99.82% | 99.82% |
09.07.2024 | 0.10% | 22.19 CHF | 22.21 CHF | 44'000 | 44'000 | 22'571 | 22'571 | 485'187 CHF | 485'640 CHF | 98.70% | 98.70% |
08.07.2024 | 0.10% | 21.77 CHF | 21.79 CHF | 44'000 | 44'000 | 22'709 | 22'709 | 474'767 CHF | 475'223 CHF | 99.92% | 99.92% |
05.07.2024 | 0.10% | 20.96 CHF | 20.98 CHF | 45'000 | 45'000 | 22'636 | 22'636 | 474'093 CHF | 474'547 CHF | 98.77% | 98.77% |
04.07.2024 | 0.10% | 20.58 CHF | 20.60 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 370'920 CHF | 371'284 CHF | 95.28% | 95.28% |
03.07.2024 | 0.11% | 20.24 CHF | 20.26 CHF | 46'000 | 46'000 | 22'820 | 22'820 | 446'956 CHF | 447'414 CHF | 95.44% | 95.44% |
02.07.2024 | 0.15% | 18.22 CHF | 18.24 CHF | 49'000 | 49'000 | 24'462 | 24'462 | 405'708 CHF | 406'244 CHF | 99.05% | 99.05% |