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% | 12.22 CHF | 12.26 CHF | 4'900 | 4'900 | 4'880 | 4'880 | 60'890 CHF | 61'085 CHF | 99.98% | 99.98% |
12.07.2024 | 0.30% | 13.32 CHF | 13.36 CHF | 4'800 | 4'800 | 4'780 | 4'780 | 62'672 CHF | 62'863 CHF | 99.98% | 99.98% |
11.07.2024 | 0.31% | 13.30 CHF | 13.34 CHF | 5'200 | 5'200 | 5'179 | 5'179 | 66'355 CHF | 66'562 CHF | 99.77% | 99.77% |
10.07.2024 | 0.34% | 11.94 CHF | 11.98 CHF | 5'400 | 5'400 | 5'380 | 5'380 | 63'976 CHF | 64'192 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 11.48 CHF | 11.52 CHF | 5'300 | 5'300 | 5'288 | 5'288 | 61'976 CHF | 62'187 CHF | 99.71% | 99.71% |
08.07.2024 | 0.33% | 11.67 CHF | 11.71 CHF | 5'000 | 5'000 | 4'979 | 4'979 | 59'743 CHF | 59'942 CHF | 99.99% | 99.99% |
05.07.2024 | 0.33% | 12.55 CHF | 12.59 CHF | 5'200 | 5'200 | 5'179 | 5'179 | 63'426 CHF | 63'633 CHF | 99.80% | 99.80% |
04.07.2024 | 0.33% | 12.16 CHF | 12.20 CHF | 5'200 | 5'200 | 5'179 | 5'179 | 62'483 CHF | 62'690 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 12.19 CHF | 12.23 CHF | 5'400 | 5'400 | 5'401 | 5'401 | 62'940 CHF | 63'156 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 11.58 CHF | 11.62 CHF | 5'200 | 5'200 | 5'348 | 5'348 | 61'783 CHF | 61'997 CHF | 99.98% | 99.98% |