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% | 18.49 CHF | 18.51 CHF | 23'000 | 23'000 | 10'815 | 10'815 | 191'276 CHF | 191'581 CHF | 98.96% | 98.96% |
12.07.2024 | 0.15% | 16.24 CHF | 16.25 CHF | 26'000 | 26'000 | 11'763 | 11'763 | 189'288 CHF | 189'510 CHF | 95.95% | 95.95% |
11.07.2024 | 0.15% | 16.73 CHF | 16.74 CHF | 25'000 | 25'000 | 11'655 | 11'655 | 194'573 CHF | 194'834 CHF | 95.97% | 95.97% |
10.07.2024 | 0.18% | 16.24 CHF | 16.25 CHF | 26'000 | 26'000 | 11'646 | 11'646 | 193'279 CHF | 193'546 CHF | 96.31% | 96.31% |
09.07.2024 | 0.19% | 16.60 CHF | 16.61 CHF | 25'000 | 25'000 | 11'290 | 11'290 | 188'939 CHF | 189'220 CHF | 97.40% | 97.40% |
08.07.2024 | 0.18% | 16.56 CHF | 16.57 CHF | 25'000 | 25'000 | 10'903 | 10'903 | 182'835 CHF | 183'095 CHF | 96.82% | 96.82% |
05.07.2024 | 0.15% | 16.35 CHF | 16.36 CHF | 25'000 | 25'000 | 12'169 | 12'169 | 192'733 CHF | 192'955 CHF | 87.91% | 87.91% |
04.07.2024 | 0.16% | 16.30 CHF | 16.32 CHF | 11'000 | 11'000 | 8'598 | 8'598 | 140'695 CHF | 140'905 CHF | 78.14% | 78.14% |
03.07.2024 | 0.20% | 16.89 CHF | 16.91 CHF | 25'000 | 25'000 | 11'434 | 11'434 | 193'918 CHF | 194'244 CHF | 98.43% | 98.43% |
02.07.2024 | 0.19% | 17.54 CHF | 17.56 CHF | 24'000 | 24'000 | 10'794 | 10'794 | 189'958 CHF | 190'263 CHF | 99.69% | 99.69% |