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% | 19.18 CHF | 19.20 CHF | 23'000 | 23'000 | 10'768 | 10'768 | 197'959 CHF | 198'264 CHF | 99.98% | 99.98% |
12.07.2024 | 0.14% | 16.96 CHF | 16.97 CHF | 26'000 | 26'000 | 12'053 | 12'053 | 202'711 CHF | 202'934 CHF | 99.34% | 99.34% |
11.07.2024 | 0.15% | 17.45 CHF | 17.46 CHF | 25'000 | 25'000 | 11'597 | 11'597 | 201'884 CHF | 202'143 CHF | 98.84% | 98.84% |
10.07.2024 | 0.17% | 16.96 CHF | 16.97 CHF | 26'000 | 26'000 | 11'653 | 11'653 | 201'813 CHF | 202'078 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 17.32 CHF | 17.33 CHF | 25'000 | 25'000 | 11'586 | 11'586 | 202'132 CHF | 202'412 CHF | 99.99% | 99.99% |
08.07.2024 | 0.17% | 17.27 CHF | 17.28 CHF | 25'000 | 25'000 | 11'329 | 11'329 | 197'796 CHF | 198'056 CHF | 99.71% | 99.71% |
05.07.2024 | 0.14% | 17.07 CHF | 17.08 CHF | 25'000 | 25'000 | 12'066 | 12'066 | 199'767 CHF | 199'988 CHF | 97.35% | 97.35% |
04.07.2024 | 0.15% | 17.02 CHF | 17.04 CHF | 11'000 | 11'000 | 8'629 | 8'629 | 147'390 CHF | 147'601 CHF | 95.35% | 95.35% |
03.07.2024 | 0.19% | 17.60 CHF | 17.62 CHF | 25'000 | 25'000 | 11'387 | 11'387 | 201'253 CHF | 201'577 CHF | 99.88% | 99.88% |
02.07.2024 | 0.18% | 18.25 CHF | 18.27 CHF | 24'000 | 24'000 | 10'829 | 10'829 | 198'261 CHF | 198'566 CHF | 99.98% | 99.98% |