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 | 0.08% | 13.51 CHF | 13.52 CHF | 89'000 | 89'000 | 49'595 | 49'595 | 665'598 CHF | 666'094 CHF | 98.87% | 98.87% |
12.07.2024 | 0.08% | 13.23 CHF | 13.24 CHF | 90'000 | 90'000 | 50'712 | 50'712 | 661'335 CHF | 661'843 CHF | 99.99% | 99.99% |
11.07.2024 | 0.08% | 12.87 CHF | 12.88 CHF | 93'000 | 93'000 | 49'838 | 49'838 | 657'658 CHF | 658'160 CHF | 100.00% | 100.00% |
10.07.2024 | 0.08% | 13.20 CHF | 13.21 CHF | 90'000 | 90'000 | 50'320 | 50'320 | 660'912 CHF | 661'416 CHF | 99.89% | 99.89% |
09.07.2024 | 0.08% | 12.98 CHF | 12.99 CHF | 92'000 | 92'000 | 50'921 | 50'921 | 661'115 CHF | 661'625 CHF | 99.43% | 99.43% |
08.07.2024 | 0.08% | 12.85 CHF | 12.86 CHF | 93'000 | 93'000 | 51'270 | 51'270 | 658'713 CHF | 659'227 CHF | 100.00% | 100.00% |
05.07.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 93'000 | 93'000 | 51'882 | 51'882 | 654'077 CHF | 654'597 CHF | 99.35% | 99.35% |
04.07.2024 | 0.08% | 12.52 CHF | 12.53 CHF | 47'000 | 47'000 | 42'227 | 42'227 | 529'184 CHF | 529'607 CHF | 99.50% | 99.50% |
03.07.2024 | 0.08% | 12.50 CHF | 12.51 CHF | 95'000 | 95'000 | 52'487 | 52'487 | 654'522 CHF | 655'048 CHF | 99.30% | 99.30% |
02.07.2024 | 0.08% | 12.49 CHF | 12.50 CHF | 95'000 | 95'000 | 53'294 | 53'294 | 654'566 CHF | 655'100 CHF | 99.98% | 99.98% |