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 | 0.14% | 19.93 CHF | 19.95 CHF | 30'000 | 30'000 | 16'537 | 16'537 | 324'503 CHF | 324'934 CHF | 99.98% | 99.98% |
12.07.2024 | 0.14% | 19.62 CHF | 19.64 CHF | 30'000 | 30'000 | 16'543 | 16'543 | 324'488 CHF | 324'920 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 19.78 CHF | 19.80 CHF | 30'000 | 30'000 | 16'450 | 16'450 | 334'821 CHF | 335'250 CHF | 99.92% | 99.92% |
10.07.2024 | 0.14% | 20.44 CHF | 20.46 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 332'937 CHF | 333'364 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 20.42 CHF | 20.44 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 332'573 CHF | 333'000 CHF | 99.99% | 99.99% |
08.07.2024 | 0.14% | 20.29 CHF | 20.31 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 334'316 CHF | 334'747 CHF | 99.81% | 99.81% |
05.07.2024 | 0.14% | 20.42 CHF | 20.44 CHF | 29'000 | 29'000 | 16'374 | 16'374 | 327'323 CHF | 327'751 CHF | 99.27% | 99.27% |
04.07.2024 | 0.15% | 19.79 CHF | 19.82 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 264'820 CHF | 265'222 CHF | 100.00% | 100.00% |
03.07.2024 | 0.14% | 19.68 CHF | 19.70 CHF | 30'000 | 30'000 | 16'534 | 16'534 | 324'608 CHF | 325'039 CHF | 100.00% | 100.00% |
02.07.2024 | 0.14% | 19.39 CHF | 19.41 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 317'839 CHF | 318'237 CHF | 99.95% | 99.95% |