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 | 0.15% | 19.11 CHF | 19.13 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 310'844 CHF | 311'275 CHF | 99.96% | 99.96% |
12.07.2024 | 0.15% | 18.80 CHF | 18.82 CHF | 30'000 | 30'000 | 16'541 | 16'541 | 310'822 CHF | 311'253 CHF | 99.98% | 99.98% |
11.07.2024 | 0.14% | 18.96 CHF | 18.98 CHF | 30'000 | 30'000 | 16'448 | 16'448 | 321'230 CHF | 321'659 CHF | 99.92% | 99.92% |
10.07.2024 | 0.14% | 19.61 CHF | 19.63 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 319'448 CHF | 319'875 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 19.59 CHF | 19.61 CHF | 29'000 | 29'000 | 16'321 | 16'321 | 319'126 CHF | 319'553 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 19.47 CHF | 19.49 CHF | 29'000 | 29'000 | 16'459 | 16'459 | 320'183 CHF | 320'613 CHF | 99.89% | 99.89% |
05.07.2024 | 0.15% | 19.60 CHF | 19.62 CHF | 29'000 | 29'000 | 16'391 | 16'391 | 314'191 CHF | 314'619 CHF | 98.69% | 98.69% |
04.07.2024 | 0.16% | 18.96 CHF | 18.99 CHF | 15'000 | 15'000 | 13'415 | 13'415 | 253'929 CHF | 254'332 CHF | 99.33% | 99.33% |
03.07.2024 | 0.15% | 18.85 CHF | 18.87 CHF | 30'000 | 30'000 | 16'516 | 16'516 | 310'602 CHF | 311'033 CHF | 99.87% | 99.87% |
02.07.2024 | 0.15% | 18.56 CHF | 18.58 CHF | 30'000 | 30'000 | 16'550 | 16'550 | 304'442 CHF | 304'840 CHF | 99.63% | 99.63% |