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% | 17.85 CHF | 17.87 CHF | 23'000 | 23'000 | 10'817 | 10'817 | 184'358 CHF | 184'664 CHF | 98.97% | 98.97% |
12.07.2024 | 0.15% | 15.60 CHF | 15.61 CHF | 26'000 | 26'000 | 11'931 | 11'931 | 184'389 CHF | 184'611 CHF | 96.89% | 96.89% |
11.07.2024 | 0.16% | 16.09 CHF | 16.10 CHF | 25'000 | 25'000 | 11'649 | 11'649 | 187'004 CHF | 187'265 CHF | 96.06% | 96.06% |
10.07.2024 | 0.19% | 15.59 CHF | 15.60 CHF | 26'000 | 26'000 | 11'445 | 11'445 | 182'730 CHF | 182'996 CHF | 97.46% | 97.46% |
09.07.2024 | 0.19% | 15.96 CHF | 15.97 CHF | 25'000 | 25'000 | 11'325 | 11'325 | 182'223 CHF | 182'504 CHF | 97.65% | 97.65% |
08.07.2024 | 0.19% | 15.91 CHF | 15.92 CHF | 25'000 | 25'000 | 11'107 | 11'107 | 178'962 CHF | 179'221 CHF | 98.43% | 98.43% |
05.07.2024 | 0.15% | 15.71 CHF | 15.72 CHF | 25'000 | 25'000 | 12'329 | 12'329 | 187'424 CHF | 187'647 CHF | 85.28% | 85.28% |
04.07.2024 | 0.16% | 15.65 CHF | 15.67 CHF | 11'000 | 11'000 | 8'577 | 8'577 | 134'812 CHF | 135'022 CHF | 82.16% | 82.16% |
03.07.2024 | 0.21% | 16.24 CHF | 16.26 CHF | 25'000 | 25'000 | 11'434 | 11'434 | 186'547 CHF | 186'872 CHF | 98.43% | 98.43% |
02.07.2024 | 0.20% | 16.89 CHF | 16.91 CHF | 24'000 | 24'000 | 10'795 | 10'795 | 182'999 CHF | 183'303 CHF | 99.70% | 99.70% |