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% | 12.17 CHF | 12.18 CHF | 89'000 | 89'000 | 49'597 | 49'597 | 599'111 CHF | 599'608 CHF | 98.87% | 98.87% |
12.07.2024 | 0.09% | 11.89 CHF | 11.90 CHF | 90'000 | 90'000 | 50'711 | 50'711 | 593'356 CHF | 593'864 CHF | 99.99% | 99.99% |
11.07.2024 | 0.09% | 11.53 CHF | 11.54 CHF | 93'000 | 93'000 | 49'834 | 49'834 | 590'787 CHF | 591'289 CHF | 99.98% | 99.98% |
10.07.2024 | 0.09% | 11.86 CHF | 11.87 CHF | 90'000 | 90'000 | 50'321 | 50'321 | 593'266 CHF | 593'771 CHF | 99.89% | 99.89% |
09.07.2024 | 0.09% | 11.64 CHF | 11.65 CHF | 92'000 | 92'000 | 50'923 | 50'923 | 592'731 CHF | 593'241 CHF | 99.43% | 99.43% |
08.07.2024 | 0.09% | 11.51 CHF | 11.52 CHF | 93'000 | 93'000 | 51'270 | 51'270 | 589'976 CHF | 590'490 CHF | 100.00% | 100.00% |
05.07.2024 | 0.09% | 11.41 CHF | 11.42 CHF | 93'000 | 93'000 | 51'883 | 51'883 | 584'438 CHF | 584'958 CHF | 99.35% | 99.35% |
04.07.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 47'000 | 47'000 | 42'227 | 42'227 | 472'318 CHF | 472'741 CHF | 99.50% | 99.50% |
03.07.2024 | 0.09% | 11.15 CHF | 11.16 CHF | 95'000 | 95'000 | 52'505 | 52'505 | 583'995 CHF | 584'521 CHF | 99.32% | 99.32% |
02.07.2024 | 0.09% | 11.14 CHF | 11.15 CHF | 95'000 | 95'000 | 53'302 | 53'302 | 582'646 CHF | 583'180 CHF | 100.00% | 100.00% |