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% | 20.04 CHF | 20.05 CHF | 65'000 | 65'000 | 29'595 | 29'595 | 581'862 CHF | 582'264 CHF | 100.00% | 100.00% |
11.07.2024 | 0.08% | 19.92 CHF | 19.93 CHF | 65'000 | 65'000 | 27'842 | 27'842 | 573'988 CHF | 574'364 CHF | 99.51% | 99.51% |
10.07.2024 | 0.08% | 20.69 CHF | 20.70 CHF | 60'000 | 60'000 | 28'543 | 28'543 | 587'110 CHF | 587'502 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 20.29 CHF | 20.30 CHF | 65'000 | 65'000 | 29'642 | 29'642 | 596'977 CHF | 597'379 CHF | 99.70% | 99.70% |
08.07.2024 | 0.08% | 19.59 CHF | 19.60 CHF | 65'000 | 65'000 | 29'623 | 29'623 | 575'573 CHF | 575'976 CHF | 99.99% | 99.99% |
05.07.2024 | 0.08% | 19.39 CHF | 19.40 CHF | 65'000 | 65'000 | 29'592 | 29'592 | 578'267 CHF | 578'669 CHF | 99.27% | 99.27% |
04.07.2024 | 0.08% | 19.56 CHF | 19.57 CHF | 20'000 | 20'000 | 19'979 | 19'979 | 390'688 CHF | 390'993 CHF | 98.06% | 98.06% |
03.07.2024 | 0.08% | 19.20 CHF | 19.21 CHF | 65'000 | 65'000 | 30'637 | 30'637 | 571'001 CHF | 571'420 CHF | 98.02% | 98.02% |
02.07.2024 | 0.08% | 18.62 CHF | 18.63 CHF | 70'000 | 70'000 | 30'665 | 30'665 | 574'561 CHF | 574'978 CHF | 98.87% | 98.87% |
01.07.2024 | 0.09% | 18.84 CHF | 18.85 CHF | 65'000 | 65'000 | 29'996 | 29'996 | 558'017 CHF | 558'460 CHF | 97.89% | 97.89% |