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% | 18.29 CHF | 18.31 CHF | 23'000 | 23'000 | 10'820 | 10'820 | 189'236 CHF | 189'541 CHF | 98.65% | 98.65% |
12.07.2024 | 0.15% | 16.04 CHF | 16.05 CHF | 26'000 | 26'000 | 11'608 | 11'608 | 184'575 CHF | 184'796 CHF | 93.51% | 93.51% |
11.07.2024 | 0.16% | 16.54 CHF | 16.55 CHF | 25'000 | 25'000 | 11'577 | 11'577 | 191'004 CHF | 191'264 CHF | 95.69% | 95.69% |
10.07.2024 | 0.18% | 16.04 CHF | 16.05 CHF | 26'000 | 26'000 | 11'428 | 11'428 | 187'558 CHF | 187'824 CHF | 96.52% | 96.52% |
09.07.2024 | 0.19% | 16.41 CHF | 16.42 CHF | 25'000 | 25'000 | 11'431 | 11'431 | 189'032 CHF | 189'313 CHF | 98.41% | 98.41% |
08.07.2024 | 0.18% | 16.36 CHF | 16.37 CHF | 25'000 | 25'000 | 10'867 | 10'867 | 180'066 CHF | 180'325 CHF | 96.77% | 96.77% |
05.07.2024 | 0.15% | 16.16 CHF | 16.17 CHF | 25'000 | 25'000 | 12'191 | 12'191 | 190'703 CHF | 190'926 CHF | 86.05% | 86.05% |
04.07.2024 | 0.16% | 16.10 CHF | 16.12 CHF | 11'000 | 11'000 | 8'662 | 8'662 | 140'025 CHF | 140'235 CHF | 78.59% | 78.59% |
03.07.2024 | 0.20% | 16.69 CHF | 16.71 CHF | 25'000 | 25'000 | 11'433 | 11'433 | 191'646 CHF | 191'971 CHF | 98.42% | 98.42% |
02.07.2024 | 0.19% | 17.34 CHF | 17.36 CHF | 24'000 | 24'000 | 10'810 | 10'810 | 188'118 CHF | 188'422 CHF | 99.82% | 99.82% |