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 | 0.61% | 12.58 CHF | 12.61 CHF | 11'000 | 11'000 | 6'148 | 6'148 | 72'187 CHF | 72'558 CHF | 99.64% | 99.64% |
12.07.2024 | 0.59% | 11.77 CHF | 11.80 CHF | 11'000 | 11'000 | 6'046 | 6'046 | 70'794 CHF | 71'158 CHF | 99.88% | 99.88% |
11.07.2024 | 0.60% | 12.40 CHF | 12.44 CHF | 8'600 | 8'600 | 4'703 | 4'703 | 66'861 CHF | 67'219 CHF | 99.87% | 99.87% |
10.07.2024 | 0.56% | 14.35 CHF | 14.39 CHF | 9'200 | 9'200 | 5'084 | 5'084 | 72'710 CHF | 73'067 CHF | 99.99% | 99.99% |
09.07.2024 | 0.57% | 14.36 CHF | 14.40 CHF | 9'100 | 9'100 | 5'062 | 5'062 | 72'127 CHF | 72'483 CHF | 99.99% | 99.99% |
08.07.2024 | 0.61% | 14.05 CHF | 14.09 CHF | 8'600 | 8'600 | 4'825 | 4'825 | 67'765 CHF | 68'133 CHF | 99.69% | 99.69% |
05.07.2024 | 0.54% | 14.48 CHF | 14.51 CHF | 10'000 | 10'000 | 5'630 | 5'630 | 74'425 CHF | 74'767 CHF | 97.81% | 97.81% |
04.07.2024 | 0.64% | 12.55 CHF | 12.63 CHF | 5'100 | 5'100 | 4'571 | 4'571 | 56'769 CHF | 57'135 CHF | 99.79% | 99.79% |
03.07.2024 | 0.57% | 12.21 CHF | 12.24 CHF | 10'500 | 10'500 | 5'840 | 5'840 | 70'057 CHF | 70'408 CHF | 99.98% | 99.98% |
02.07.2024 | 0.57% | 11.33 CHF | 11.36 CHF | 11'500 | 11'500 | 6'351 | 6'351 | 68'930 CHF | 69'275 CHF | 99.83% | 99.83% |