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 | 0.40% | 12.85 CHF | 12.90 CHF | 17'617 | 17'617 | 17'576 | 17'576 | 222'199 CHF | 223'079 CHF | 99.98% | 99.98% |
12.07.2024 | 0.40% | 12.80 CHF | 12.85 CHF | 17'637 | 17'637 | 17'541 | 17'541 | 222'494 CHF | 223'372 CHF | 99.98% | 99.98% |
11.07.2024 | 0.39% | 13.45 CHF | 13.50 CHF | 17'202 | 17'202 | 17'275 | 17'275 | 225'583 CHF | 226'447 CHF | 99.51% | 99.51% |
10.07.2024 | 0.39% | 12.90 CHF | 12.95 CHF | 17'517 | 17'517 | 17'306 | 17'306 | 223'629 CHF | 224'495 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 12.65 CHF | 12.70 CHF | 17'625 | 17'625 | 17'293 | 17'293 | 223'786 CHF | 224'652 CHF | 99.89% | 99.89% |
08.07.2024 | 0.39% | 12.95 CHF | 13.00 CHF | 17'451 | 17'451 | 17'300 | 17'300 | 223'933 CHF | 224'799 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 13.10 CHF | 13.15 CHF | 17'388 | 17'388 | 17'489 | 17'489 | 221'662 CHF | 222'538 CHF | 99.66% | 99.66% |
04.07.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 17'791 | 17'791 | 17'616 | 17'616 | 219'059 CHF | 219'941 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 12.60 CHF | 12.65 CHF | 17'705 | 17'705 | 17'645 | 17'645 | 217'940 CHF | 218'824 CHF | 99.95% | 99.95% |
02.07.2024 | 0.43% | 11.90 CHF | 11.95 CHF | 18'078 | 18'078 | 18'068 | 18'068 | 209'875 CHF | 210'779 CHF | 99.75% | 99.75% |