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 | 10'769 | 10'769 | 199'037 CHF | 199'342 CHF | 99.98% | 99.98% |
12.07.2024 | 0.14% | 17.06 CHF | 17.07 CHF | 26'000 | 26'000 | 12'053 | 12'053 | 203'909 CHF | 204'131 CHF | 99.34% | 99.34% |
11.07.2024 | 0.15% | 17.55 CHF | 17.56 CHF | 25'000 | 25'000 | 11'596 | 11'596 | 203'020 CHF | 203'280 CHF | 98.83% | 98.83% |
10.07.2024 | 0.17% | 17.06 CHF | 17.07 CHF | 26'000 | 26'000 | 11'654 | 11'654 | 202'970 CHF | 203'236 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 17.42 CHF | 17.43 CHF | 25'000 | 25'000 | 11'586 | 11'586 | 203'287 CHF | 203'567 CHF | 99.99% | 99.99% |
08.07.2024 | 0.17% | 17.37 CHF | 17.38 CHF | 25'000 | 25'000 | 11'326 | 11'326 | 198'874 CHF | 199'134 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 17.17 CHF | 17.18 CHF | 25'000 | 25'000 | 12'068 | 12'068 | 200'989 CHF | 201'211 CHF | 97.36% | 97.36% |
04.07.2024 | 0.15% | 17.12 CHF | 17.14 CHF | 11'000 | 11'000 | 8'629 | 8'629 | 148'253 CHF | 148'463 CHF | 95.35% | 95.35% |
03.07.2024 | 0.19% | 17.70 CHF | 17.72 CHF | 25'000 | 25'000 | 11'386 | 11'386 | 202'385 CHF | 202'710 CHF | 99.88% | 99.88% |
02.07.2024 | 0.18% | 18.35 CHF | 18.37 CHF | 24'000 | 24'000 | 10'829 | 10'829 | 199'347 CHF | 199'652 CHF | 99.97% | 99.97% |