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 | 0.17% | 11.49 CHF | 11.51 CHF | 77'100 | 77'100 | 77'100 | 77'100 | 919'912 CHF | 921'454 CHF | 99.98% | 99.98% |
12.07.2024 | 0.16% | 12.84 CHF | 12.86 CHF | 83'800 | 83'800 | 83'800 | 83'800 | 1'024'690 CHF | 1'026'370 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 11.65 CHF | 11.67 CHF | 87'800 | 87'800 | 87'800 | 87'800 | 996'529 CHF | 998'285 CHF | 99.98% | 99.98% |
10.07.2024 | 0.19% | 10.93 CHF | 10.95 CHF | 93'000 | 93'000 | 93'000 | 93'000 | 990'035 CHF | 991'895 CHF | 99.99% | 99.99% |
09.07.2024 | 0.19% | 9.99 CHF | 10.01 CHF | 82'600 | 82'600 | 82'508 | 82'508 | 890'202 CHF | 891'854 CHF | 99.99% | 99.99% |
08.07.2024 | 0.16% | 11.79 CHF | 11.81 CHF | 78'800 | 78'800 | 78'800 | 78'800 | 980'974 CHF | 982'550 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 12.18 CHF | 12.20 CHF | 77'300 | 77'300 | 77'300 | 77'300 | 986'923 CHF | 988'469 CHF | 99.64% | 99.64% |
04.07.2024 | 0.16% | 12.64 CHF | 12.66 CHF | 81'700 | 81'700 | 81'700 | 81'700 | 1'019'680 CHF | 1'021'320 CHF | 99.27% | 99.27% |
03.07.2024 | 0.17% | 11.90 CHF | 11.92 CHF | 88'700 | 88'700 | 88'700 | 88'700 | 1'044'660 CHF | 1'046'440 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 10.73 CHF | 10.75 CHF | 86'700 | 86'700 | 86'700 | 86'700 | 898'924 CHF | 900'658 CHF | 99.99% | 99.99% |