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% | 12.60 CHF | 12.61 CHF | 89'000 | 89'000 | 49'597 | 49'597 | 620'690 CHF | 621'187 CHF | 98.87% | 98.87% |
12.07.2024 | 0.08% | 12.32 CHF | 12.33 CHF | 90'000 | 90'000 | 50'708 | 50'708 | 615'361 CHF | 615'870 CHF | 99.98% | 99.98% |
11.07.2024 | 0.08% | 11.96 CHF | 11.97 CHF | 93'000 | 93'000 | 49'821 | 49'821 | 612'309 CHF | 612'811 CHF | 99.95% | 99.95% |
10.07.2024 | 0.08% | 12.29 CHF | 12.30 CHF | 90'000 | 90'000 | 50'321 | 50'321 | 615'224 CHF | 615'729 CHF | 99.89% | 99.89% |
09.07.2024 | 0.08% | 12.07 CHF | 12.08 CHF | 92'000 | 92'000 | 50'921 | 50'921 | 614'929 CHF | 615'439 CHF | 99.43% | 99.43% |
08.07.2024 | 0.09% | 11.95 CHF | 11.96 CHF | 93'000 | 93'000 | 51'265 | 51'265 | 612'193 CHF | 612'707 CHF | 99.99% | 99.99% |
05.07.2024 | 0.09% | 11.84 CHF | 11.85 CHF | 93'000 | 93'000 | 51'881 | 51'881 | 607'019 CHF | 607'539 CHF | 99.34% | 99.34% |
04.07.2024 | 0.09% | 11.61 CHF | 11.62 CHF | 47'000 | 47'000 | 42'227 | 42'227 | 490'789 CHF | 491'211 CHF | 99.49% | 99.49% |
03.07.2024 | 0.09% | 11.59 CHF | 11.60 CHF | 95'000 | 95'000 | 52'485 | 52'485 | 606'728 CHF | 607'254 CHF | 99.27% | 99.27% |
02.07.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 95'000 | 95'000 | 53'290 | 53'290 | 605'859 CHF | 606'393 CHF | 99.97% | 99.97% |