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 | 0.22% | 12.61 CHF | 12.64 CHF | 45'800 | 45'800 | 45'800 | 45'800 | 612'715 CHF | 614'089 CHF | 99.98% | 99.98% |
12.07.2024 | 0.14% | 14.95 CHF | 14.97 CHF | 52'100 | 52'100 | 52'100 | 52'100 | 726'699 CHF | 727'741 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 13.00 CHF | 13.02 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 699'983 CHF | 701'103 CHF | 99.96% | 99.96% |
10.07.2024 | 0.18% | 11.82 CHF | 11.84 CHF | 61'200 | 61'200 | 61'200 | 61'200 | 696'680 CHF | 697'904 CHF | 99.99% | 99.99% |
09.07.2024 | 0.17% | 10.34 CHF | 10.36 CHF | 50'500 | 50'500 | 50'444 | 50'444 | 589'459 CHF | 590'469 CHF | 99.99% | 99.99% |
08.07.2024 | 0.21% | 13.38 CHF | 13.41 CHF | 46'800 | 46'800 | 46'800 | 46'800 | 680'228 CHF | 681'632 CHF | 99.50% | 99.50% |
05.07.2024 | 0.20% | 14.06 CHF | 14.09 CHF | 45'400 | 45'400 | 45'400 | 45'400 | 685'393 CHF | 686'755 CHF | 99.64% | 99.64% |
04.07.2024 | 0.14% | 14.86 CHF | 14.88 CHF | 49'500 | 49'500 | 49'500 | 49'500 | 722'176 CHF | 723'166 CHF | 99.27% | 99.27% |
03.07.2024 | 0.15% | 13.61 CHF | 13.63 CHF | 56'100 | 56'100 | 56'100 | 56'100 | 752'840 CHF | 753'962 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 11.69 CHF | 11.71 CHF | 54'200 | 54'200 | 54'200 | 54'200 | 601'760 CHF | 602'844 CHF | 99.99% | 99.99% |