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% | 17.72 CHF | 17.74 CHF | 23'000 | 23'000 | 10'767 | 10'767 | 182'252 CHF | 182'556 CHF | 99.98% | 99.98% |
12.07.2024 | 0.15% | 15.50 CHF | 15.51 CHF | 26'000 | 26'000 | 12'053 | 12'053 | 185'149 CHF | 185'371 CHF | 99.34% | 99.34% |
11.07.2024 | 0.16% | 15.99 CHF | 16.00 CHF | 25'000 | 25'000 | 11'597 | 11'597 | 184'972 CHF | 185'231 CHF | 99.00% | 99.00% |
10.07.2024 | 0.19% | 15.50 CHF | 15.51 CHF | 26'000 | 26'000 | 11'652 | 11'652 | 184'748 CHF | 185'013 CHF | 99.99% | 99.99% |
09.07.2024 | 0.19% | 15.86 CHF | 15.87 CHF | 25'000 | 25'000 | 11'586 | 11'586 | 185'205 CHF | 185'485 CHF | 99.99% | 99.99% |
08.07.2024 | 0.18% | 15.81 CHF | 15.82 CHF | 25'000 | 25'000 | 11'312 | 11'312 | 181'030 CHF | 181'290 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 15.61 CHF | 15.62 CHF | 25'000 | 25'000 | 12'067 | 12'067 | 182'158 CHF | 182'379 CHF | 97.36% | 97.36% |
04.07.2024 | 0.16% | 15.56 CHF | 15.58 CHF | 11'000 | 11'000 | 8'638 | 8'638 | 134'912 CHF | 135'122 CHF | 96.17% | 96.17% |
03.07.2024 | 0.21% | 16.14 CHF | 16.16 CHF | 25'000 | 25'000 | 11'386 | 11'386 | 184'563 CHF | 184'888 CHF | 99.88% | 99.88% |
02.07.2024 | 0.20% | 16.78 CHF | 16.80 CHF | 24'000 | 24'000 | 10'830 | 10'830 | 182'379 CHF | 182'683 CHF | 99.98% | 99.98% |