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% | 18.89 CHF | 18.91 CHF | 23'000 | 23'000 | 10'817 | 10'817 | 195'719 CHF | 196'024 CHF | 98.97% | 98.97% |
12.07.2024 | 0.14% | 16.64 CHF | 16.65 CHF | 26'000 | 26'000 | 12'031 | 12'031 | 198'585 CHF | 198'808 CHF | 96.57% | 96.57% |
11.07.2024 | 0.15% | 17.14 CHF | 17.15 CHF | 25'000 | 25'000 | 11'605 | 11'605 | 198'482 CHF | 198'743 CHF | 95.68% | 95.68% |
10.07.2024 | 0.18% | 16.65 CHF | 16.66 CHF | 26'000 | 26'000 | 11'600 | 11'600 | 197'260 CHF | 197'528 CHF | 95.98% | 95.98% |
09.07.2024 | 0.18% | 17.01 CHF | 17.02 CHF | 25'000 | 25'000 | 11'379 | 11'379 | 195'077 CHF | 195'358 CHF | 98.03% | 98.03% |
08.07.2024 | 0.18% | 16.96 CHF | 16.97 CHF | 25'000 | 25'000 | 10'665 | 10'665 | 183'316 CHF | 183'576 CHF | 95.19% | 95.19% |
05.07.2024 | 0.15% | 16.76 CHF | 16.77 CHF | 25'000 | 25'000 | 12'033 | 12'033 | 195'488 CHF | 195'709 CHF | 90.30% | 90.30% |
04.07.2024 | 0.15% | 16.71 CHF | 16.73 CHF | 11'000 | 11'000 | 8'580 | 8'580 | 143'916 CHF | 144'126 CHF | 76.87% | 76.87% |
03.07.2024 | 0.19% | 17.30 CHF | 17.32 CHF | 25'000 | 25'000 | 11'433 | 11'433 | 198'591 CHF | 198'916 CHF | 98.42% | 98.42% |
02.07.2024 | 0.19% | 17.95 CHF | 17.97 CHF | 24'000 | 24'000 | 10'810 | 10'810 | 194'704 CHF | 195'009 CHF | 99.81% | 99.81% |