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 | 0.20% | 18.09 CHF | 18.11 CHF | 23'000 | 23'000 | 10'817 | 10'817 | 186'965 CHF | 187'270 CHF | 98.97% | 98.97% |
12.07.2024 | 0.15% | 15.84 CHF | 15.85 CHF | 26'000 | 26'000 | 11'764 | 11'764 | 184'593 CHF | 184'814 CHF | 95.88% | 95.88% |
11.07.2024 | 0.16% | 16.34 CHF | 16.35 CHF | 25'000 | 25'000 | 11'636 | 11'636 | 189'605 CHF | 189'866 CHF | 95.92% | 95.92% |
10.07.2024 | 0.18% | 15.83 CHF | 15.84 CHF | 26'000 | 26'000 | 11'591 | 11'591 | 187'697 CHF | 187'964 CHF | 96.55% | 96.55% |
09.07.2024 | 0.19% | 16.20 CHF | 16.21 CHF | 25'000 | 25'000 | 11'295 | 11'295 | 184'499 CHF | 184'781 CHF | 95.82% | 95.82% |
08.07.2024 | 0.18% | 16.15 CHF | 16.16 CHF | 25'000 | 25'000 | 11'094 | 11'094 | 181'430 CHF | 181'689 CHF | 98.43% | 98.43% |
05.07.2024 | 0.15% | 15.95 CHF | 15.96 CHF | 25'000 | 25'000 | 12'028 | 12'028 | 185'640 CHF | 185'861 CHF | 90.23% | 90.23% |
04.07.2024 | 0.16% | 15.90 CHF | 15.92 CHF | 11'000 | 11'000 | 8'556 | 8'556 | 136'557 CHF | 136'767 CHF | 80.25% | 80.25% |
03.07.2024 | 0.20% | 16.48 CHF | 16.50 CHF | 25'000 | 25'000 | 11'434 | 11'434 | 189'305 CHF | 189'630 CHF | 98.43% | 98.43% |
02.07.2024 | 0.20% | 17.14 CHF | 17.16 CHF | 24'000 | 24'000 | 10'792 | 10'792 | 185'584 CHF | 185'888 CHF | 99.68% | 99.68% |