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% | 20.53 CHF | 20.55 CHF | 43'000 | 43'000 | 21'648 | 21'648 | 434'758 CHF | 435'193 CHF | 98.73% | 98.73% |
12.07.2024 | 0.12% | 18.56 CHF | 18.58 CHF | 45'000 | 45'000 | 23'682 | 23'682 | 412'385 CHF | 412'860 CHF | 99.74% | 99.74% |
11.07.2024 | 0.10% | 20.44 CHF | 20.46 CHF | 43'000 | 43'000 | 21'114 | 21'114 | 436'551 CHF | 436'976 CHF | 99.82% | 99.82% |
10.07.2024 | 0.10% | 20.48 CHF | 20.50 CHF | 43'000 | 43'000 | 21'316 | 21'316 | 437'351 CHF | 437'779 CHF | 100.00% | 100.00% |
09.07.2024 | 0.11% | 19.99 CHF | 20.01 CHF | 44'000 | 44'000 | 22'571 | 22'571 | 435'300 CHF | 435'753 CHF | 98.68% | 98.68% |
08.07.2024 | 0.11% | 19.56 CHF | 19.58 CHF | 44'000 | 44'000 | 22'727 | 22'727 | 424'874 CHF | 425'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.11% | 18.74 CHF | 18.76 CHF | 45'000 | 45'000 | 22'741 | 22'741 | 425'869 CHF | 426'325 CHF | 99.23% | 99.23% |
04.07.2024 | 0.11% | 18.36 CHF | 18.38 CHF | 23'000 | 23'000 | 18'208 | 18'208 | 330'424 CHF | 330'788 CHF | 95.27% | 95.27% |
03.07.2024 | 0.12% | 18.01 CHF | 18.03 CHF | 46'000 | 46'000 | 22'952 | 22'952 | 398'425 CHF | 398'885 CHF | 96.20% | 96.20% |
02.07.2024 | 0.17% | 15.98 CHF | 16.00 CHF | 49'000 | 49'000 | 24'459 | 24'459 | 350'403 CHF | 350'940 CHF | 99.09% | 99.09% |