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 | 0.19% | 18.70 CHF | 18.72 CHF | 23'000 | 23'000 | 10'768 | 10'768 | 192'789 CHF | 193'093 CHF | 99.98% | 99.98% |
12.07.2024 | 0.14% | 16.48 CHF | 16.49 CHF | 26'000 | 26'000 | 12'053 | 12'053 | 196'919 CHF | 197'141 CHF | 99.34% | 99.34% |
11.07.2024 | 0.15% | 16.96 CHF | 16.97 CHF | 25'000 | 25'000 | 11'599 | 11'599 | 196'317 CHF | 196'576 CHF | 98.85% | 98.85% |
10.07.2024 | 0.18% | 16.48 CHF | 16.49 CHF | 26'000 | 26'000 | 11'652 | 11'652 | 196'157 CHF | 196'423 CHF | 99.99% | 99.99% |
09.07.2024 | 0.18% | 16.84 CHF | 16.85 CHF | 25'000 | 25'000 | 11'586 | 11'586 | 196'543 CHF | 196'823 CHF | 99.99% | 99.99% |
08.07.2024 | 0.17% | 16.79 CHF | 16.80 CHF | 25'000 | 25'000 | 11'326 | 11'326 | 192'292 CHF | 192'552 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 16.59 CHF | 16.60 CHF | 25'000 | 25'000 | 12'068 | 12'068 | 193'975 CHF | 194'196 CHF | 97.36% | 97.36% |
04.07.2024 | 0.15% | 16.54 CHF | 16.56 CHF | 11'000 | 11'000 | 8'638 | 8'638 | 143'375 CHF | 143'585 CHF | 96.17% | 96.17% |
03.07.2024 | 0.20% | 17.12 CHF | 17.14 CHF | 25'000 | 25'000 | 11'386 | 11'386 | 195'742 CHF | 196'066 CHF | 99.88% | 99.88% |
02.07.2024 | 0.19% | 17.76 CHF | 17.78 CHF | 24'000 | 24'000 | 10'829 | 10'829 | 193'010 CHF | 193'315 CHF | 99.97% | 99.97% |