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 | 0.43% | 12.05 CHF | 12.10 CHF | 17'609 | 17'609 | 17'576 | 17'576 | 207'747 CHF | 208'627 CHF | 99.80% | 99.80% |
12.07.2024 | 0.43% | 12.00 CHF | 12.05 CHF | 17'651 | 17'651 | 17'540 | 17'540 | 208'004 CHF | 208'882 CHF | 99.97% | 99.97% |
11.07.2024 | 0.41% | 12.60 CHF | 12.65 CHF | 17'202 | 17'202 | 17'273 | 17'273 | 211'273 CHF | 212'138 CHF | 99.86% | 99.86% |
10.07.2024 | 0.42% | 12.05 CHF | 12.10 CHF | 17'531 | 17'531 | 17'307 | 17'307 | 209'372 CHF | 210'238 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 11.80 CHF | 11.85 CHF | 17'620 | 17'620 | 17'292 | 17'292 | 209'498 CHF | 210'363 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 12.10 CHF | 12.15 CHF | 17'464 | 17'464 | 17'302 | 17'302 | 209'692 CHF | 210'558 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 12.25 CHF | 12.30 CHF | 17'371 | 17'371 | 17'489 | 17'489 | 207'201 CHF | 208'076 CHF | 99.97% | 99.97% |
04.07.2024 | 0.43% | 11.65 CHF | 11.70 CHF | 17'789 | 17'789 | 17'617 | 17'617 | 204'453 CHF | 205'334 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 11.75 CHF | 11.80 CHF | 17'714 | 17'714 | 17'645 | 17'645 | 203'315 CHF | 204'199 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 11.05 CHF | 11.10 CHF | 18'094 | 18'094 | 18'069 | 18'069 | 194'892 CHF | 195'797 CHF | 99.93% | 99.93% |