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% | 19.28 CHF | 19.30 CHF | 23'000 | 23'000 | 10'817 | 10'817 | 199'931 CHF | 200'236 CHF | 98.97% | 98.97% |
12.07.2024 | 0.14% | 17.03 CHF | 17.04 CHF | 26'000 | 26'000 | 12'023 | 12'023 | 203'141 CHF | 203'364 CHF | 96.73% | 96.73% |
11.07.2024 | 0.15% | 17.53 CHF | 17.54 CHF | 25'000 | 25'000 | 11'593 | 11'593 | 202'792 CHF | 203'052 CHF | 95.85% | 95.85% |
10.07.2024 | 0.17% | 17.04 CHF | 17.05 CHF | 26'000 | 26'000 | 11'450 | 11'450 | 199'318 CHF | 199'585 CHF | 94.99% | 94.99% |
09.07.2024 | 0.18% | 17.40 CHF | 17.41 CHF | 25'000 | 25'000 | 11'460 | 11'460 | 200'918 CHF | 201'199 CHF | 98.62% | 98.62% |
08.07.2024 | 0.17% | 17.35 CHF | 17.36 CHF | 25'000 | 25'000 | 11'083 | 11'083 | 194'538 CHF | 194'798 CHF | 98.25% | 98.25% |
05.07.2024 | 0.14% | 17.15 CHF | 17.16 CHF | 25'000 | 25'000 | 12'093 | 12'093 | 201'174 CHF | 201'395 CHF | 88.44% | 88.44% |
04.07.2024 | 0.15% | 17.10 CHF | 17.12 CHF | 11'000 | 11'000 | 8'616 | 8'616 | 147'886 CHF | 148'096 CHF | 78.47% | 78.47% |
03.07.2024 | 0.19% | 17.69 CHF | 17.71 CHF | 25'000 | 25'000 | 11'434 | 11'434 | 203'104 CHF | 203'429 CHF | 98.43% | 98.43% |
02.07.2024 | 0.18% | 18.34 CHF | 18.36 CHF | 24'000 | 24'000 | 10'795 | 10'795 | 198'655 CHF | 198'960 CHF | 99.70% | 99.70% |