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 | 0.10% | 21.42 CHF | 21.44 CHF | 43'000 | 43'000 | 21'660 | 21'660 | 454'176 CHF | 454'611 CHF | 98.52% | 98.52% |
12.07.2024 | 0.11% | 19.45 CHF | 19.47 CHF | 45'000 | 45'000 | 23'625 | 23'625 | 432'844 CHF | 433'318 CHF | 99.51% | 99.51% |
11.07.2024 | 0.10% | 21.32 CHF | 21.34 CHF | 43'000 | 43'000 | 21'120 | 21'120 | 455'273 CHF | 455'698 CHF | 99.86% | 99.86% |
10.07.2024 | 0.10% | 21.36 CHF | 21.38 CHF | 43'000 | 43'000 | 21'279 | 21'279 | 455'405 CHF | 455'832 CHF | 99.83% | 99.83% |
09.07.2024 | 0.10% | 20.87 CHF | 20.89 CHF | 44'000 | 44'000 | 22'571 | 22'571 | 455'429 CHF | 455'881 CHF | 98.70% | 98.70% |
08.07.2024 | 0.10% | 20.45 CHF | 20.47 CHF | 44'000 | 44'000 | 22'712 | 22'712 | 444'942 CHF | 445'397 CHF | 99.93% | 99.93% |
05.07.2024 | 0.10% | 19.64 CHF | 19.66 CHF | 45'000 | 45'000 | 22'634 | 22'634 | 444'198 CHF | 444'652 CHF | 98.77% | 98.77% |
04.07.2024 | 0.10% | 19.26 CHF | 19.28 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 346'876 CHF | 347'240 CHF | 95.28% | 95.28% |
03.07.2024 | 0.11% | 18.92 CHF | 18.94 CHF | 46'000 | 46'000 | 22'827 | 22'827 | 416'891 CHF | 417'348 CHF | 95.48% | 95.48% |
02.07.2024 | 0.16% | 16.90 CHF | 16.92 CHF | 49'000 | 49'000 | 24'475 | 24'475 | 373'529 CHF | 374'066 CHF | 99.09% | 99.09% |