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 | 0.73% | 12.20 CHF | 12.29 CHF | 16'393 | 16'273 | 16'327 | 16'208 | 199'992 CHF | 199'995 CHF | 99.98% | 99.98% |
12.07.2024 | 0.73% | 12.40 CHF | 12.49 CHF | 16'129 | 15'918 | 16'221 | 16'026 | 199'993 CHF | 199'024 CHF | 99.99% | 99.99% |
11.07.2024 | 0.74% | 12.22 CHF | 12.31 CHF | 16'366 | 16'246 | 16'569 | 16'447 | 199'994 CHF | 199'994 CHF | 99.98% | 99.98% |
10.07.2024 | 0.75% | 12.01 CHF | 12.10 CHF | 16'652 | 16'528 | 16'723 | 16'598 | 199'994 CHF | 199'994 CHF | 99.99% | 99.99% |
09.07.2024 | 0.75% | 11.93 CHF | 12.02 CHF | 16'764 | 16'638 | 16'645 | 16'521 | 199'993 CHF | 199'994 CHF | 99.99% | 99.99% |
08.07.2024 | 0.74% | 12.07 CHF | 12.16 CHF | 16'570 | 16'447 | 16'610 | 16'487 | 199'995 CHF | 199'994 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 12.05 CHF | 12.14 CHF | 16'584 | 16'354 | 16'578 | 16'347 | 199'852 CHF | 198'543 CHF | 99.98% | 99.98% |
04.07.2024 | 0.75% | 12.03 CHF | 12.12 CHF | 16'625 | 16'491 | 16'650 | 16'517 | 199'993 CHF | 199'875 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 12.03 CHF | 12.12 CHF | 16'625 | 16'461 | 16'911 | 16'779 | 199'993 CHF | 199'943 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 11.71 CHF | 11.80 CHF | 17'079 | 16'949 | 17'031 | 16'902 | 199'994 CHF | 199'994 CHF | 100.00% | 100.00% |