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% | 19.52 CHF | 19.54 CHF | 30'000 | 30'000 | 16'538 | 16'538 | 317'750 CHF | 318'181 CHF | 99.99% | 99.99% |
12.07.2024 | 0.15% | 19.21 CHF | 19.23 CHF | 30'000 | 30'000 | 16'542 | 16'542 | 317'694 CHF | 318'125 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 19.37 CHF | 19.39 CHF | 30'000 | 30'000 | 16'450 | 16'450 | 328'068 CHF | 328'498 CHF | 99.93% | 99.93% |
10.07.2024 | 0.14% | 20.03 CHF | 20.05 CHF | 29'000 | 29'000 | 16'315 | 16'315 | 326'213 CHF | 326'640 CHF | 99.99% | 99.99% |
09.07.2024 | 0.14% | 20.00 CHF | 20.02 CHF | 29'000 | 29'000 | 16'320 | 16'320 | 325'862 CHF | 326'289 CHF | 99.99% | 99.99% |
08.07.2024 | 0.14% | 19.88 CHF | 19.90 CHF | 29'000 | 29'000 | 16'487 | 16'487 | 327'551 CHF | 327'981 CHF | 99.81% | 99.81% |
05.07.2024 | 0.14% | 20.01 CHF | 20.03 CHF | 29'000 | 29'000 | 16'369 | 16'369 | 320'518 CHF | 320'946 CHF | 99.27% | 99.27% |
04.07.2024 | 0.15% | 19.38 CHF | 19.41 CHF | 15'000 | 15'000 | 13'405 | 13'405 | 259'290 CHF | 259'692 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 19.27 CHF | 19.29 CHF | 30'000 | 30'000 | 16'533 | 16'533 | 317'751 CHF | 318'182 CHF | 99.99% | 99.99% |
02.07.2024 | 0.14% | 18.98 CHF | 19.00 CHF | 30'000 | 30'000 | 16'535 | 16'535 | 311'033 CHF | 311'431 CHF | 99.98% | 99.98% |