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 | 0.32% | 12.34 CHF | 12.38 CHF | 3'800 | 3'800 | 3'806 | 3'806 | 47'942 CHF | 48'095 CHF | 99.44% | 99.44% |
12.07.2024 | 0.28% | 14.33 CHF | 14.37 CHF | 3'600 | 3'600 | 3'627 | 3'627 | 51'338 CHF | 51'483 CHF | 99.98% | 99.98% |
11.07.2024 | 0.25% | 14.23 CHF | 14.27 CHF | 4'000 | 4'000 | 4'049 | 4'049 | 54'343 CHF | 54'478 CHF | 99.75% | 99.75% |
10.07.2024 | 0.24% | 12.86 CHF | 12.89 CHF | 4'200 | 4'200 | 4'216 | 4'216 | 53'757 CHF | 53'884 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 12.26 CHF | 12.29 CHF | 4'100 | 4'100 | 4'083 | 4'083 | 52'385 CHF | 52'508 CHF | 99.73% | 99.73% |
08.07.2024 | 0.31% | 12.91 CHF | 12.95 CHF | 3'900 | 3'900 | 3'884 | 3'884 | 50'845 CHF | 51'000 CHF | 99.99% | 99.99% |
05.07.2024 | 0.24% | 13.60 CHF | 13.64 CHF | 4'000 | 4'000 | 4'061 | 4'061 | 54'533 CHF | 54'666 CHF | 99.81% | 99.81% |
04.07.2024 | 0.24% | 12.75 CHF | 12.78 CHF | 4'200 | 4'200 | 4'183 | 4'183 | 52'712 CHF | 52'837 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 12.39 CHF | 12.42 CHF | 4'500 | 4'500 | 4'481 | 4'481 | 52'459 CHF | 52'594 CHF | 99.99% | 99.99% |
02.07.2024 | 0.25% | 11.72 CHF | 11.75 CHF | 4'300 | 4'300 | 4'282 | 4'282 | 50'650 CHF | 50'779 CHF | 99.97% | 99.97% |