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% | 19.37 CHF | 19.39 CHF | 23'000 | 23'000 | 10'768 | 10'768 | 200'096 CHF | 200'401 CHF | 99.98% | 99.98% |
12.07.2024 | 0.14% | 17.16 CHF | 17.17 CHF | 26'000 | 26'000 | 12'053 | 12'053 | 205'105 CHF | 205'327 CHF | 99.34% | 99.34% |
11.07.2024 | 0.14% | 17.65 CHF | 17.66 CHF | 25'000 | 25'000 | 11'597 | 11'597 | 204'179 CHF | 204'438 CHF | 99.03% | 99.03% |
10.07.2024 | 0.17% | 17.16 CHF | 17.17 CHF | 26'000 | 26'000 | 11'652 | 11'652 | 204'107 CHF | 204'373 CHF | 99.99% | 99.99% |
09.07.2024 | 0.17% | 17.52 CHF | 17.53 CHF | 25'000 | 25'000 | 11'586 | 11'586 | 204'443 CHF | 204'723 CHF | 99.99% | 99.99% |
08.07.2024 | 0.17% | 17.47 CHF | 17.48 CHF | 25'000 | 25'000 | 11'330 | 11'330 | 200'066 CHF | 200'326 CHF | 99.68% | 99.68% |
05.07.2024 | 0.14% | 17.27 CHF | 17.28 CHF | 25'000 | 25'000 | 12'067 | 12'067 | 202'182 CHF | 202'404 CHF | 97.36% | 97.36% |
04.07.2024 | 0.15% | 17.22 CHF | 17.24 CHF | 11'000 | 11'000 | 8'629 | 8'629 | 149'115 CHF | 149'326 CHF | 95.35% | 95.35% |
03.07.2024 | 0.19% | 17.80 CHF | 17.82 CHF | 25'000 | 25'000 | 11'385 | 11'385 | 203'506 CHF | 203'831 CHF | 99.87% | 99.87% |
02.07.2024 | 0.18% | 18.45 CHF | 18.47 CHF | 24'000 | 24'000 | 10'829 | 10'829 | 200'430 CHF | 200'735 CHF | 99.98% | 99.98% |