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% | 12.10 CHF | 12.11 CHF | 61'000 | 61'000 | 27'200 | 27'200 | 328'683 CHF | 329'041 CHF | 99.99% | 99.99% |
12.07.2024 | 0.13% | 12.37 CHF | 12.38 CHF | 60'000 | 60'000 | 27'074 | 27'074 | 326'141 CHF | 326'497 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 12.02 CHF | 12.03 CHF | 61'000 | 61'000 | 26'901 | 26'901 | 326'486 CHF | 326'841 CHF | 99.91% | 99.91% |
10.07.2024 | 0.13% | 12.11 CHF | 12.12 CHF | 61'000 | 61'000 | 27'185 | 27'185 | 324'082 CHF | 324'440 CHF | 99.95% | 99.95% |
09.07.2024 | 0.13% | 11.60 CHF | 11.61 CHF | 63'000 | 63'000 | 27'671 | 27'671 | 323'797 CHF | 324'160 CHF | 99.73% | 99.73% |
08.07.2024 | 0.14% | 11.36 CHF | 11.37 CHF | 64'000 | 64'000 | 28'130 | 28'130 | 319'134 CHF | 319'502 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 11.08 CHF | 11.09 CHF | 65'000 | 65'000 | 29'193 | 29'193 | 312'757 CHF | 313'140 CHF | 99.38% | 99.38% |
04.07.2024 | 0.15% | 10.41 CHF | 10.42 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 213'067 CHF | 213'359 CHF | 97.60% | 97.60% |
03.07.2024 | 0.15% | 10.47 CHF | 10.48 CHF | 68'000 | 68'000 | 29'582 | 29'582 | 309'779 CHF | 310'166 CHF | 98.81% | 98.81% |
02.07.2024 | 0.16% | 10.02 CHF | 10.03 CHF | 70'000 | 70'000 | 30'598 | 30'598 | 303'340 CHF | 303'742 CHF | 99.95% | 99.95% |