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% | 19.00 CHF | 19.02 CHF | 23'000 | 23'000 | 10'816 | 10'816 | 196'802 CHF | 197'107 CHF | 98.96% | 98.96% |
12.07.2024 | 0.14% | 16.75 CHF | 16.76 CHF | 26'000 | 26'000 | 11'758 | 11'758 | 195'212 CHF | 195'434 CHF | 96.05% | 96.05% |
11.07.2024 | 0.15% | 17.24 CHF | 17.25 CHF | 25'000 | 25'000 | 11'672 | 11'672 | 200'814 CHF | 201'075 CHF | 96.23% | 96.23% |
10.07.2024 | 0.18% | 16.75 CHF | 16.76 CHF | 26'000 | 26'000 | 11'487 | 11'487 | 196'666 CHF | 196'934 CHF | 95.06% | 95.06% |
09.07.2024 | 0.18% | 17.11 CHF | 17.12 CHF | 25'000 | 25'000 | 11'431 | 11'431 | 197'126 CHF | 197'407 CHF | 98.41% | 98.41% |
08.07.2024 | 0.17% | 17.07 CHF | 17.08 CHF | 25'000 | 25'000 | 10'901 | 10'901 | 188'360 CHF | 188'620 CHF | 97.08% | 97.08% |
05.07.2024 | 0.14% | 16.86 CHF | 16.87 CHF | 25'000 | 25'000 | 12'314 | 12'314 | 201'345 CHF | 201'568 CHF | 86.02% | 86.02% |
04.07.2024 | 0.15% | 16.81 CHF | 16.83 CHF | 11'000 | 11'000 | 8'642 | 8'642 | 145'841 CHF | 146'051 CHF | 79.75% | 79.75% |
03.07.2024 | 0.19% | 17.40 CHF | 17.42 CHF | 25'000 | 25'000 | 11'433 | 11'433 | 199'774 CHF | 200'099 CHF | 98.42% | 98.42% |
02.07.2024 | 0.19% | 18.05 CHF | 18.07 CHF | 24'000 | 24'000 | 10'795 | 10'795 | 195'530 CHF | 195'835 CHF | 99.70% | 99.70% |