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% | 11.52 CHF | 11.53 CHF | 61'000 | 61'000 | 27'131 | 27'131 | 311'906 CHF | 312'263 CHF | 99.76% | 99.76% |
12.07.2024 | 0.14% | 11.79 CHF | 11.80 CHF | 60'000 | 60'000 | 27'034 | 27'034 | 309'755 CHF | 310'111 CHF | 99.88% | 99.88% |
11.07.2024 | 0.13% | 11.43 CHF | 11.44 CHF | 61'000 | 61'000 | 26'798 | 26'798 | 309'468 CHF | 309'822 CHF | 99.60% | 99.60% |
10.07.2024 | 0.14% | 11.52 CHF | 11.53 CHF | 61'000 | 61'000 | 27'123 | 27'123 | 307'336 CHF | 307'693 CHF | 99.77% | 99.77% |
09.07.2024 | 0.14% | 11.01 CHF | 11.02 CHF | 63'000 | 63'000 | 27'620 | 27'620 | 306'904 CHF | 307'266 CHF | 99.46% | 99.46% |
08.07.2024 | 0.15% | 10.77 CHF | 10.78 CHF | 64'000 | 64'000 | 28'028 | 28'028 | 301'443 CHF | 301'810 CHF | 99.71% | 99.71% |
05.07.2024 | 0.15% | 10.49 CHF | 10.50 CHF | 65'000 | 65'000 | 29'183 | 29'183 | 295'402 CHF | 295'785 CHF | 99.34% | 99.34% |
04.07.2024 | 0.15% | 9.82 CHF | 9.83 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 201'021 CHF | 201'314 CHF | 97.59% | 97.59% |
03.07.2024 | 0.16% | 9.88 CHF | 9.89 CHF | 68'000 | 68'000 | 29'259 | 29'259 | 289'043 CHF | 289'428 CHF | 97.76% | 97.76% |
02.07.2024 | 0.17% | 9.43 CHF | 9.44 CHF | 70'000 | 70'000 | 30'613 | 30'613 | 285'261 CHF | 285'663 CHF | 99.99% | 99.99% |