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 | 0.14% | 11.29 CHF | 11.30 CHF | 61'000 | 61'000 | 27'131 | 27'131 | 305'691 CHF | 306'048 CHF | 99.75% | 99.75% |
12.07.2024 | 0.14% | 11.56 CHF | 11.57 CHF | 60'000 | 60'000 | 27'025 | 27'025 | 303'472 CHF | 303'828 CHF | 99.85% | 99.85% |
11.07.2024 | 0.14% | 11.20 CHF | 11.21 CHF | 61'000 | 61'000 | 26'794 | 26'794 | 303'309 CHF | 303'663 CHF | 99.68% | 99.68% |
10.07.2024 | 0.14% | 11.29 CHF | 11.30 CHF | 61'000 | 61'000 | 27'123 | 27'123 | 301'100 CHF | 301'457 CHF | 99.77% | 99.77% |
09.07.2024 | 0.14% | 10.78 CHF | 10.79 CHF | 63'000 | 63'000 | 27'621 | 27'621 | 300'595 CHF | 300'957 CHF | 99.47% | 99.47% |
08.07.2024 | 0.15% | 10.54 CHF | 10.55 CHF | 64'000 | 64'000 | 28'031 | 28'031 | 295'064 CHF | 295'432 CHF | 99.72% | 99.72% |
05.07.2024 | 0.16% | 10.26 CHF | 10.27 CHF | 65'000 | 65'000 | 29'182 | 29'182 | 288'679 CHF | 289'062 CHF | 99.34% | 99.34% |
04.07.2024 | 0.16% | 9.59 CHF | 9.60 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 196'354 CHF | 196'647 CHF | 97.59% | 97.59% |
03.07.2024 | 0.16% | 9.65 CHF | 9.66 CHF | 68'000 | 68'000 | 29'263 | 29'263 | 282'353 CHF | 282'738 CHF | 97.79% | 97.79% |
02.07.2024 | 0.17% | 9.20 CHF | 9.21 CHF | 70'000 | 70'000 | 30'615 | 30'615 | 278'194 CHF | 278'596 CHF | 99.99% | 99.99% |