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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.08% | 20.33 CHF | 20.34 CHF | 65'000 | 65'000 | 29'593 | 29'593 | 590'461 CHF | 590'864 CHF | 99.99% | 99.99% |
11.07.2024 | 0.07% | 20.21 CHF | 20.22 CHF | 65'000 | 65'000 | 27'871 | 27'871 | 582'773 CHF | 583'149 CHF | 99.31% | 99.31% |
10.07.2024 | 0.07% | 20.98 CHF | 20.99 CHF | 60'000 | 60'000 | 28'536 | 28'536 | 595'328 CHF | 595'721 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 20.58 CHF | 20.59 CHF | 65'000 | 65'000 | 29'648 | 29'648 | 605'772 CHF | 606'175 CHF | 99.70% | 99.70% |
08.07.2024 | 0.08% | 19.88 CHF | 19.89 CHF | 65'000 | 65'000 | 29'637 | 29'637 | 584'518 CHF | 584'921 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 19.68 CHF | 19.69 CHF | 65'000 | 65'000 | 29'595 | 29'595 | 586'983 CHF | 587'385 CHF | 99.28% | 99.28% |
04.07.2024 | 0.08% | 19.86 CHF | 19.87 CHF | 20'000 | 20'000 | 19'979 | 19'979 | 396'559 CHF | 396'864 CHF | 98.05% | 98.05% |
03.07.2024 | 0.08% | 19.49 CHF | 19.50 CHF | 65'000 | 65'000 | 30'658 | 30'658 | 580'390 CHF | 580'810 CHF | 98.07% | 98.07% |
02.07.2024 | 0.08% | 18.91 CHF | 18.92 CHF | 70'000 | 70'000 | 30'712 | 30'712 | 584'427 CHF | 584'844 CHF | 98.99% | 98.99% |
01.07.2024 | 0.09% | 19.13 CHF | 19.14 CHF | 65'000 | 65'000 | 30'032 | 30'032 | 567'510 CHF | 567'953 CHF | 97.98% | 97.98% |