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% | 12.32 CHF | 12.33 CHF | 61'000 | 61'000 | 27'200 | 27'200 | 334'626 CHF | 334'984 CHF | 99.95% | 99.95% |
12.07.2024 | 0.13% | 12.59 CHF | 12.60 CHF | 60'000 | 60'000 | 27'074 | 27'074 | 332'028 CHF | 332'385 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 12.23 CHF | 12.24 CHF | 61'000 | 61'000 | 26'886 | 26'886 | 332'156 CHF | 332'511 CHF | 99.86% | 99.86% |
10.07.2024 | 0.13% | 12.33 CHF | 12.34 CHF | 61'000 | 61'000 | 27'186 | 27'186 | 330'032 CHF | 330'390 CHF | 99.95% | 99.95% |
09.07.2024 | 0.13% | 11.81 CHF | 11.82 CHF | 63'000 | 63'000 | 27'674 | 27'674 | 329'874 CHF | 330'237 CHF | 99.74% | 99.74% |
08.07.2024 | 0.13% | 11.57 CHF | 11.58 CHF | 64'000 | 64'000 | 28'131 | 28'131 | 325'290 CHF | 325'658 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 11.30 CHF | 11.31 CHF | 65'000 | 65'000 | 29'182 | 29'182 | 319'013 CHF | 319'396 CHF | 99.34% | 99.34% |
04.07.2024 | 0.14% | 10.63 CHF | 10.64 CHF | 24'000 | 24'000 | 20'317 | 20'317 | 217'512 CHF | 217'805 CHF | 97.59% | 97.59% |
03.07.2024 | 0.14% | 10.69 CHF | 10.70 CHF | 68'000 | 68'000 | 29'582 | 29'582 | 316'254 CHF | 316'641 CHF | 98.81% | 98.81% |
02.07.2024 | 0.15% | 10.24 CHF | 10.25 CHF | 70'000 | 70'000 | 30'610 | 30'610 | 310'184 CHF | 310'586 CHF | 99.94% | 99.94% |