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% | 11.66 CHF | 11.67 CHF | 61'000 | 61'000 | 27'196 | 27'196 | 316'595 CHF | 316'953 CHF | 99.98% | 99.98% |
12.07.2024 | 0.13% | 11.93 CHF | 11.94 CHF | 60'000 | 60'000 | 27'074 | 27'074 | 314'148 CHF | 314'504 CHF | 99.99% | 99.99% |
11.07.2024 | 0.13% | 11.57 CHF | 11.58 CHF | 61'000 | 61'000 | 26'889 | 26'889 | 314'426 CHF | 314'781 CHF | 99.96% | 99.96% |
10.07.2024 | 0.14% | 11.67 CHF | 11.68 CHF | 61'000 | 61'000 | 27'182 | 27'182 | 311'979 CHF | 312'337 CHF | 99.94% | 99.94% |
09.07.2024 | 0.14% | 11.15 CHF | 11.16 CHF | 63'000 | 63'000 | 27'664 | 27'664 | 311'441 CHF | 311'804 CHF | 99.71% | 99.71% |
08.07.2024 | 0.14% | 10.91 CHF | 10.92 CHF | 64'000 | 64'000 | 28'125 | 28'125 | 306'629 CHF | 306'998 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 10.64 CHF | 10.65 CHF | 65'000 | 65'000 | 29'191 | 29'191 | 299'785 CHF | 300'168 CHF | 99.36% | 99.36% |
04.07.2024 | 0.15% | 9.96 CHF | 9.97 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 204'021 CHF | 204'313 CHF | 97.60% | 97.60% |
03.07.2024 | 0.15% | 10.03 CHF | 10.04 CHF | 68'000 | 68'000 | 29'580 | 29'580 | 296'618 CHF | 297'006 CHF | 98.80% | 98.80% |
02.07.2024 | 0.16% | 9.58 CHF | 9.59 CHF | 70'000 | 70'000 | 30'580 | 30'580 | 289'517 CHF | 289'919 CHF | 99.90% | 99.90% |