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% | 18.01 CHF | 18.03 CHF | 23'000 | 23'000 | 10'767 | 10'767 | 185'387 CHF | 185'692 CHF | 99.98% | 99.98% |
12.07.2024 | 0.15% | 15.79 CHF | 15.80 CHF | 26'000 | 26'000 | 12'053 | 12'053 | 188'644 CHF | 188'867 CHF | 99.34% | 99.34% |
11.07.2024 | 0.16% | 16.28 CHF | 16.29 CHF | 25'000 | 25'000 | 11'596 | 11'596 | 188'327 CHF | 188'586 CHF | 99.00% | 99.00% |
10.07.2024 | 0.18% | 15.79 CHF | 15.80 CHF | 26'000 | 26'000 | 11'652 | 11'652 | 188'136 CHF | 188'402 CHF | 99.99% | 99.99% |
09.07.2024 | 0.19% | 16.15 CHF | 16.16 CHF | 25'000 | 25'000 | 11'586 | 11'586 | 188'573 CHF | 188'853 CHF | 99.99% | 99.99% |
08.07.2024 | 0.18% | 16.10 CHF | 16.11 CHF | 25'000 | 25'000 | 11'317 | 11'317 | 184'379 CHF | 184'638 CHF | 99.69% | 99.69% |
05.07.2024 | 0.15% | 15.90 CHF | 15.91 CHF | 25'000 | 25'000 | 12'066 | 12'066 | 185'652 CHF | 185'874 CHF | 97.35% | 97.35% |
04.07.2024 | 0.16% | 15.85 CHF | 15.87 CHF | 11'000 | 11'000 | 8'641 | 8'641 | 137'463 CHF | 137'673 CHF | 96.03% | 96.03% |
03.07.2024 | 0.21% | 16.43 CHF | 16.45 CHF | 25'000 | 25'000 | 11'385 | 11'385 | 187'867 CHF | 188'192 CHF | 99.87% | 99.87% |
02.07.2024 | 0.20% | 17.07 CHF | 17.09 CHF | 24'000 | 24'000 | 10'828 | 10'828 | 185'506 CHF | 185'811 CHF | 99.97% | 99.97% |