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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.07% | 21.38 CHF | 21.39 CHF | 65'000 | 65'000 | 29'593 | 29'593 | 621'489 CHF | 621'891 CHF | 99.99% | 99.99% |
11.07.2024 | 0.07% | 21.25 CHF | 21.26 CHF | 65'000 | 65'000 | 27'855 | 27'855 | 611'642 CHF | 612'018 CHF | 99.28% | 99.28% |
10.07.2024 | 0.07% | 22.03 CHF | 22.04 CHF | 60'000 | 60'000 | 28'542 | 28'542 | 625'462 CHF | 625'854 CHF | 100.00% | 100.00% |
09.07.2024 | 0.07% | 21.63 CHF | 21.64 CHF | 65'000 | 65'000 | 29'642 | 29'642 | 636'842 CHF | 637'245 CHF | 99.70% | 99.70% |
08.07.2024 | 0.08% | 20.93 CHF | 20.94 CHF | 65'000 | 65'000 | 29'623 | 29'623 | 615'278 CHF | 615'681 CHF | 99.99% | 99.99% |
05.07.2024 | 0.07% | 20.73 CHF | 20.74 CHF | 65'000 | 65'000 | 29'595 | 29'595 | 618'093 CHF | 618'495 CHF | 99.28% | 99.28% |
04.07.2024 | 0.07% | 20.91 CHF | 20.92 CHF | 20'000 | 20'000 | 19'979 | 19'979 | 417'573 CHF | 417'878 CHF | 98.05% | 98.05% |
03.07.2024 | 0.08% | 20.54 CHF | 20.55 CHF | 65'000 | 65'000 | 30'672 | 30'672 | 612'979 CHF | 613'399 CHF | 98.10% | 98.10% |
02.07.2024 | 0.08% | 19.97 CHF | 19.98 CHF | 70'000 | 70'000 | 30'670 | 30'670 | 616'066 CHF | 616'482 CHF | 98.88% | 98.88% |
01.07.2024 | 0.09% | 20.19 CHF | 20.20 CHF | 65'000 | 65'000 | 30'016 | 30'016 | 598'834 CHF | 599'276 CHF | 97.84% | 97.84% |