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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.08% | 12.95 CHF | 12.96 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'731'350 CHF | 4'735'100 CHF | 95.40% | 95.40% |
11.07.2024 | 0.09% | 12.49 CHF | 12.50 CHF | 375'000 | 375'000 | 367'924 | 367'924 | 4'537'080 CHF | 4'540'810 CHF | 99.66% | 99.66% |
10.07.2024 | 0.08% | 12.22 CHF | 12.23 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'524'540 CHF | 4'528'290 CHF | 100.00% | 100.00% |
09.07.2024 | 0.08% | 11.84 CHF | 11.85 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'541'000 CHF | 4'544'750 CHF | 99.99% | 99.99% |
08.07.2024 | 0.08% | 12.35 CHF | 12.36 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'669'830 CHF | 4'673'580 CHF | 99.99% | 99.99% |
05.07.2024 | 0.08% | 12.34 CHF | 12.35 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'704'050 CHF | 4'707'800 CHF | 99.80% | 99.80% |
04.07.2024 | 0.08% | 12.33 CHF | 12.34 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'606'160 CHF | 4'609'910 CHF | 99.94% | 99.94% |
03.07.2024 | 0.08% | 12.19 CHF | 12.20 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'521'700 CHF | 4'525'450 CHF | 100.00% | 100.00% |
02.07.2024 | 0.09% | 11.72 CHF | 11.73 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'363'910 CHF | 4'367'660 CHF | 99.99% | 99.99% |
01.07.2024 | 0.08% | 12.05 CHF | 12.06 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'509'220 CHF | 4'512'970 CHF | 99.98% | 99.98% |