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 | 0.40% | 12.45 CHF | 12.50 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 375'204 CHF | 376'691 CHF | 99.96% | 99.96% |
12.07.2024 | 0.40% | 12.65 CHF | 12.70 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 372'907 CHF | 374'394 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 12.40 CHF | 12.45 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 368'537 CHF | 370'024 CHF | 99.93% | 99.93% |
10.07.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 358'163 CHF | 359'650 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 12.00 CHF | 12.05 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 359'595 CHF | 361'080 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 12.00 CHF | 12.05 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 357'204 CHF | 358'690 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 11.95 CHF | 12.00 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 358'367 CHF | 359'853 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 12.10 CHF | 12.15 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 357'462 CHF | 358'947 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 12.00 CHF | 12.05 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 355'805 CHF | 357'291 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 11.95 CHF | 12.00 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 351'158 CHF | 352'643 CHF | 100.00% | 100.00% |