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% | 20.27 CHF | 20.29 CHF | 43'000 | 43'000 | 21'688 | 21'688 | 429'928 CHF | 430'363 CHF | 97.61% | 97.61% |
12.07.2024 | 0.12% | 18.29 CHF | 18.31 CHF | 45'000 | 45'000 | 23'675 | 23'675 | 406'029 CHF | 406'504 CHF | 99.71% | 99.71% |
11.07.2024 | 0.10% | 20.18 CHF | 20.20 CHF | 43'000 | 43'000 | 21'113 | 21'113 | 431'019 CHF | 431'444 CHF | 99.82% | 99.82% |
10.07.2024 | 0.10% | 20.21 CHF | 20.23 CHF | 43'000 | 43'000 | 21'317 | 21'317 | 431'771 CHF | 432'198 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 19.72 CHF | 19.74 CHF | 44'000 | 44'000 | 22'577 | 22'577 | 429'410 CHF | 429'862 CHF | 99.14% | 99.14% |
08.07.2024 | 0.11% | 19.30 CHF | 19.32 CHF | 44'000 | 44'000 | 22'720 | 22'720 | 418'779 CHF | 419'234 CHF | 99.97% | 99.97% |
05.07.2024 | 0.11% | 18.48 CHF | 18.50 CHF | 45'000 | 45'000 | 22'666 | 22'666 | 418'542 CHF | 418'996 CHF | 98.90% | 98.90% |
04.07.2024 | 0.11% | 18.10 CHF | 18.12 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 325'614 CHF | 325'978 CHF | 95.27% | 95.27% |
03.07.2024 | 0.12% | 17.75 CHF | 17.77 CHF | 46'000 | 46'000 | 22'949 | 22'949 | 392'276 CHF | 392'736 CHF | 96.19% | 96.19% |
02.07.2024 | 0.18% | 15.71 CHF | 15.73 CHF | 49'000 | 49'000 | 24'459 | 24'459 | 343'877 CHF | 344'414 CHF | 99.09% | 99.09% |