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 | 0.18% | 19.39 CHF | 19.41 CHF | 23'000 | 23'000 | 10'816 | 10'816 | 201'025 CHF | 201'330 CHF | 98.97% | 98.97% |
12.07.2024 | 0.14% | 17.14 CHF | 17.15 CHF | 26'000 | 26'000 | 11'907 | 11'907 | 202'364 CHF | 202'586 CHF | 96.94% | 96.94% |
11.07.2024 | 0.15% | 17.63 CHF | 17.64 CHF | 25'000 | 25'000 | 11'635 | 11'635 | 204'714 CHF | 204'975 CHF | 96.03% | 96.03% |
10.07.2024 | 0.17% | 17.14 CHF | 17.15 CHF | 26'000 | 26'000 | 11'428 | 11'428 | 200'125 CHF | 200'392 CHF | 96.52% | 96.52% |
09.07.2024 | 0.17% | 17.50 CHF | 17.51 CHF | 25'000 | 25'000 | 11'438 | 11'438 | 201'712 CHF | 201'993 CHF | 98.47% | 98.47% |
08.07.2024 | 0.17% | 17.46 CHF | 17.47 CHF | 25'000 | 25'000 | 11'173 | 11'173 | 197'212 CHF | 197'472 CHF | 98.90% | 98.90% |
05.07.2024 | 0.14% | 17.25 CHF | 17.26 CHF | 25'000 | 25'000 | 12'270 | 12'270 | 205'409 CHF | 205'631 CHF | 86.07% | 86.07% |
04.07.2024 | 0.15% | 17.20 CHF | 17.22 CHF | 11'000 | 11'000 | 8'653 | 8'653 | 149'399 CHF | 149'609 CHF | 79.02% | 79.02% |
03.07.2024 | 0.19% | 17.79 CHF | 17.81 CHF | 25'000 | 25'000 | 11'433 | 11'433 | 204'237 CHF | 204'562 CHF | 98.42% | 98.42% |
02.07.2024 | 0.18% | 18.45 CHF | 18.47 CHF | 24'000 | 24'000 | 10'792 | 10'792 | 199'722 CHF | 200'026 CHF | 99.68% | 99.68% |