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 | 0.42% | 12.25 CHF | 12.30 CHF | 17'625 | 17'625 | 17'575 | 17'575 | 211'837 CHF | 212'717 CHF | 99.88% | 99.88% |
12.07.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 17'643 | 17'643 | 17'539 | 17'539 | 212'149 CHF | 213'026 CHF | 99.98% | 99.98% |
11.07.2024 | 0.40% | 12.85 CHF | 12.90 CHF | 17'202 | 17'202 | 17'274 | 17'274 | 215'396 CHF | 216'261 CHF | 99.82% | 99.82% |
10.07.2024 | 0.41% | 12.30 CHF | 12.35 CHF | 17'524 | 17'524 | 17'306 | 17'306 | 213'453 CHF | 214'319 CHF | 100.00% | 100.00% |
09.07.2024 | 0.41% | 12.05 CHF | 12.10 CHF | 17'625 | 17'625 | 17'292 | 17'292 | 213'584 CHF | 214'450 CHF | 99.81% | 99.81% |
08.07.2024 | 0.41% | 12.35 CHF | 12.40 CHF | 17'458 | 17'458 | 17'302 | 17'302 | 213'779 CHF | 214'645 CHF | 99.99% | 99.99% |
05.07.2024 | 0.42% | 12.50 CHF | 12.55 CHF | 17'369 | 17'369 | 17'488 | 17'488 | 211'381 CHF | 212'257 CHF | 99.85% | 99.85% |
04.07.2024 | 0.43% | 11.85 CHF | 11.90 CHF | 17'782 | 17'782 | 17'615 | 17'615 | 208'608 CHF | 209'489 CHF | 100.00% | 100.00% |
03.07.2024 | 0.43% | 12.00 CHF | 12.05 CHF | 17'711 | 17'711 | 17'644 | 17'644 | 207'487 CHF | 208'371 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 11.30 CHF | 11.35 CHF | 18'084 | 18'084 | 18'067 | 18'067 | 199'202 CHF | 200'107 CHF | 99.98% | 99.98% |