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% | 21.41 CHF | 21.43 CHF | 43'000 | 43'000 | 21'685 | 21'685 | 454'471 CHF | 454'907 CHF | 97.68% | 97.68% |
12.07.2024 | 0.11% | 19.43 CHF | 19.45 CHF | 45'000 | 45'000 | 23'675 | 23'675 | 432'891 CHF | 433'366 CHF | 99.71% | 99.71% |
11.07.2024 | 0.10% | 21.31 CHF | 21.33 CHF | 43'000 | 43'000 | 21'112 | 21'112 | 454'959 CHF | 455'384 CHF | 99.89% | 99.89% |
10.07.2024 | 0.10% | 21.35 CHF | 21.37 CHF | 43'000 | 43'000 | 21'315 | 21'315 | 455'971 CHF | 456'399 CHF | 99.99% | 99.99% |
09.07.2024 | 0.10% | 20.86 CHF | 20.88 CHF | 44'000 | 44'000 | 22'575 | 22'575 | 455'069 CHF | 455'522 CHF | 99.14% | 99.14% |
08.07.2024 | 0.10% | 20.43 CHF | 20.45 CHF | 44'000 | 44'000 | 22'721 | 22'721 | 444'593 CHF | 445'049 CHF | 99.97% | 99.97% |
05.07.2024 | 0.10% | 19.61 CHF | 19.63 CHF | 45'000 | 45'000 | 22'666 | 22'666 | 444'298 CHF | 444'753 CHF | 98.90% | 98.90% |
04.07.2024 | 0.11% | 19.24 CHF | 19.26 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 346'362 CHF | 346'726 CHF | 95.27% | 95.27% |
03.07.2024 | 0.11% | 18.89 CHF | 18.91 CHF | 46'000 | 46'000 | 22'947 | 22'947 | 418'461 CHF | 418'921 CHF | 96.20% | 96.20% |
02.07.2024 | 0.16% | 16.85 CHF | 16.87 CHF | 49'000 | 49'000 | 24'460 | 24'460 | 371'842 CHF | 372'379 CHF | 99.10% | 99.10% |