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 | 0.23% | 13.15 CHF | 13.18 CHF | 23'300 | 23'300 | 23'420 | 23'420 | 303'605 CHF | 304'308 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 12.92 CHF | 12.95 CHF | 23'500 | 23'500 | 23'500 | 23'500 | 302'093 CHF | 302'798 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 12.51 CHF | 12.54 CHF | 23'500 | 23'500 | 23'860 | 23'860 | 302'645 CHF | 303'361 CHF | 99.97% | 99.97% |
10.07.2024 | 0.24% | 12.69 CHF | 12.72 CHF | 24'100 | 24'100 | 24'280 | 24'280 | 302'347 CHF | 303'076 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 12.28 CHF | 12.31 CHF | 24'400 | 24'400 | 24'433 | 24'433 | 303'098 CHF | 303'831 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 12.42 CHF | 12.45 CHF | 24'500 | 24'500 | 24'260 | 24'260 | 298'515 CHF | 299'243 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 12.42 CHF | 12.45 CHF | 24'100 | 24'100 | 24'280 | 24'280 | 303'635 CHF | 304'363 CHF | 99.77% | 99.77% |
04.07.2024 | 0.24% | 12.54 CHF | 12.57 CHF | 24'400 | 24'400 | 24'340 | 24'340 | 303'968 CHF | 304'698 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 12.58 CHF | 12.61 CHF | 24'300 | 24'300 | 24'659 | 24'659 | 306'959 CHF | 307'699 CHF | 99.99% | 99.99% |
02.07.2024 | 0.25% | 12.21 CHF | 12.24 CHF | 24'900 | 24'900 | 24'960 | 24'960 | 302'049 CHF | 302'798 CHF | 99.98% | 99.98% |