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% | 18.19 CHF | 18.21 CHF | 23'000 | 23'000 | 10'820 | 10'820 | 188'143 CHF | 188'448 CHF | 98.65% | 98.65% |
12.07.2024 | 0.15% | 15.94 CHF | 15.95 CHF | 26'000 | 26'000 | 11'987 | 11'987 | 189'408 CHF | 189'631 CHF | 97.38% | 97.38% |
11.07.2024 | 0.16% | 16.44 CHF | 16.45 CHF | 25'000 | 25'000 | 11'575 | 11'575 | 189'795 CHF | 190'055 CHF | 95.67% | 95.67% |
10.07.2024 | 0.18% | 15.94 CHF | 15.95 CHF | 26'000 | 26'000 | 11'432 | 11'432 | 186'439 CHF | 186'706 CHF | 95.50% | 95.50% |
09.07.2024 | 0.19% | 16.30 CHF | 16.31 CHF | 25'000 | 25'000 | 11'437 | 11'437 | 187'964 CHF | 188'245 CHF | 98.45% | 98.45% |
08.07.2024 | 0.18% | 16.26 CHF | 16.27 CHF | 25'000 | 25'000 | 10'906 | 10'906 | 179'610 CHF | 179'870 CHF | 97.03% | 97.03% |
05.07.2024 | 0.15% | 16.05 CHF | 16.06 CHF | 25'000 | 25'000 | 12'209 | 12'209 | 189'735 CHF | 189'958 CHF | 87.25% | 87.25% |
04.07.2024 | 0.16% | 16.00 CHF | 16.02 CHF | 11'000 | 11'000 | 8'610 | 8'610 | 138'319 CHF | 138'529 CHF | 78.75% | 78.75% |
03.07.2024 | 0.20% | 16.59 CHF | 16.61 CHF | 25'000 | 25'000 | 11'433 | 11'433 | 190'476 CHF | 190'801 CHF | 98.42% | 98.42% |
02.07.2024 | 0.19% | 17.24 CHF | 17.26 CHF | 24'000 | 24'000 | 10'791 | 10'791 | 186'682 CHF | 186'986 CHF | 99.67% | 99.67% |