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 | 0.13% | 12.21 CHF | 12.22 CHF | 61'000 | 61'000 | 27'132 | 27'132 | 330'643 CHF | 331'000 CHF | 99.75% | 99.75% |
12.07.2024 | 0.13% | 12.48 CHF | 12.49 CHF | 60'000 | 60'000 | 27'032 | 27'032 | 328'386 CHF | 328'742 CHF | 99.87% | 99.87% |
11.07.2024 | 0.13% | 12.12 CHF | 12.13 CHF | 61'000 | 61'000 | 26'790 | 26'790 | 327'863 CHF | 328'216 CHF | 99.66% | 99.66% |
10.07.2024 | 0.13% | 12.21 CHF | 12.22 CHF | 61'000 | 61'000 | 27'123 | 27'123 | 326'108 CHF | 326'465 CHF | 99.77% | 99.77% |
09.07.2024 | 0.13% | 11.70 CHF | 11.71 CHF | 63'000 | 63'000 | 27'621 | 27'621 | 326'012 CHF | 326'374 CHF | 99.47% | 99.47% |
08.07.2024 | 0.14% | 11.46 CHF | 11.47 CHF | 64'000 | 64'000 | 28'029 | 28'029 | 320'819 CHF | 321'186 CHF | 99.72% | 99.72% |
05.07.2024 | 0.14% | 11.18 CHF | 11.19 CHF | 65'000 | 65'000 | 29'187 | 29'187 | 315'601 CHF | 315'984 CHF | 99.36% | 99.36% |
04.07.2024 | 0.14% | 10.51 CHF | 10.52 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 215'093 CHF | 215'385 CHF | 97.60% | 97.60% |
03.07.2024 | 0.15% | 10.57 CHF | 10.58 CHF | 68'000 | 68'000 | 29'152 | 29'152 | 308'186 CHF | 308'571 CHF | 97.13% | 97.13% |
02.07.2024 | 0.16% | 10.12 CHF | 10.13 CHF | 70'000 | 70'000 | 30'618 | 30'618 | 306'597 CHF | 306'999 CHF | 100.00% | 100.00% |