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 | 0.14% | 11.00 CHF | 11.01 CHF | 61'000 | 61'000 | 27'194 | 27'194 | 298'508 CHF | 298'865 CHF | 99.97% | 99.97% |
12.07.2024 | 0.14% | 11.27 CHF | 11.28 CHF | 60'000 | 60'000 | 27'077 | 27'077 | 296'165 CHF | 296'521 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 10.91 CHF | 10.92 CHF | 61'000 | 61'000 | 26'907 | 26'907 | 296'763 CHF | 297'118 CHF | 99.93% | 99.93% |
10.07.2024 | 0.15% | 11.00 CHF | 11.01 CHF | 61'000 | 61'000 | 27'182 | 27'182 | 293'831 CHF | 294'189 CHF | 99.94% | 99.94% |
09.07.2024 | 0.15% | 10.49 CHF | 10.50 CHF | 63'000 | 63'000 | 27'673 | 27'673 | 293'114 CHF | 293'477 CHF | 99.74% | 99.74% |
08.07.2024 | 0.15% | 10.25 CHF | 10.26 CHF | 64'000 | 64'000 | 28'125 | 28'125 | 287'926 CHF | 288'295 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 9.98 CHF | 9.99 CHF | 65'000 | 65'000 | 29'192 | 29'192 | 280'358 CHF | 280'742 CHF | 99.37% | 99.37% |
04.07.2024 | 0.16% | 9.30 CHF | 9.31 CHF | 24'000 | 24'000 | 20'318 | 20'318 | 190'471 CHF | 190'763 CHF | 97.60% | 97.60% |
03.07.2024 | 0.17% | 9.36 CHF | 9.37 CHF | 68'000 | 68'000 | 29'584 | 29'584 | 276'882 CHF | 277'270 CHF | 98.82% | 98.82% |
02.07.2024 | 0.18% | 8.91 CHF | 8.92 CHF | 70'000 | 70'000 | 30'581 | 30'581 | 269'045 CHF | 269'447 CHF | 99.91% | 99.91% |