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 | 0.09% | 12.07 CHF | 12.08 CHF | 89'000 | 89'000 | 50'320 | 50'320 | 603'046 CHF | 603'550 CHF | 91.98% | 91.98% |
12.07.2024 | 0.09% | 11.79 CHF | 11.80 CHF | 90'000 | 90'000 | 50'705 | 50'705 | 588'497 CHF | 589'005 CHF | 99.97% | 99.97% |
11.07.2024 | 0.09% | 11.43 CHF | 11.44 CHF | 93'000 | 93'000 | 49'827 | 49'827 | 586'008 CHF | 586'509 CHF | 99.96% | 99.96% |
10.07.2024 | 0.09% | 11.76 CHF | 11.77 CHF | 90'000 | 90'000 | 50'320 | 50'320 | 588'487 CHF | 588'992 CHF | 99.89% | 99.89% |
09.07.2024 | 0.09% | 11.54 CHF | 11.55 CHF | 92'000 | 92'000 | 50'858 | 50'858 | 587'180 CHF | 587'690 CHF | 99.28% | 99.28% |
08.07.2024 | 0.09% | 11.42 CHF | 11.43 CHF | 93'000 | 93'000 | 51'222 | 51'222 | 584'586 CHF | 585'099 CHF | 99.89% | 99.89% |
05.07.2024 | 0.09% | 11.31 CHF | 11.32 CHF | 93'000 | 93'000 | 51'883 | 51'883 | 579'520 CHF | 580'040 CHF | 99.35% | 99.35% |
04.07.2024 | 0.09% | 11.08 CHF | 11.09 CHF | 47'000 | 47'000 | 42'492 | 42'492 | 471'358 CHF | 471'783 CHF | 72.07% | 72.07% |
03.07.2024 | 0.09% | 11.06 CHF | 11.07 CHF | 95'000 | 95'000 | 50'263 | 50'263 | 554'377 CHF | 554'880 CHF | 84.95% | 84.95% |
02.07.2024 | 0.09% | 11.05 CHF | 11.06 CHF | 95'000 | 95'000 | 53'296 | 53'296 | 577'519 CHF | 578'053 CHF | 99.99% | 99.99% |