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% | 12.35 CHF | 12.40 CHF | 17'000 | 17'000 | 16'374 | 16'374 | 206'115 CHF | 206'934 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 12.65 CHF | 12.70 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 205'582 CHF | 206'400 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 12.60 CHF | 12.65 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 206'080 CHF | 206'898 CHF | 100.00% | 100.00% |
10.07.2024 | 0.40% | 12.55 CHF | 12.60 CHF | 16'500 | 16'500 | 16'345 | 16'345 | 204'031 CHF | 204'850 CHF | 99.95% | 99.95% |
09.07.2024 | 0.40% | 12.65 CHF | 12.70 CHF | 16'500 | 16'500 | 16'344 | 16'344 | 206'781 CHF | 207'599 CHF | 99.66% | 99.66% |
08.07.2024 | 0.41% | 12.40 CHF | 12.45 CHF | 16'500 | 16'500 | 16'350 | 16'350 | 202'626 CHF | 203'445 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 12.25 CHF | 12.30 CHF | 17'000 | 17'000 | 16'541 | 16'541 | 204'296 CHF | 205'124 CHF | 100.00% | 100.00% |
04.07.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 16'500 | 16'500 | 16'392 | 16'392 | 203'497 CHF | 204'318 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 16'500 | 16'500 | 16'462 | 16'462 | 203'485 CHF | 204'309 CHF | 99.87% | 99.87% |
02.07.2024 | 0.42% | 12.30 CHF | 12.35 CHF | 16'500 | 16'500 | 16'827 | 16'827 | 204'005 CHF | 204'848 CHF | 100.00% | 100.00% |