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 | 0.25% | 15.99 CHF | 16.03 CHF | 7'700 | 7'700 | 7'719 | 7'719 | 124'265 CHF | 124'574 CHF | 99.99% | 99.99% |
12.07.2024 | 0.43% | 11.27 CHF | 11.32 CHF | 6'500 | 6'500 | 6'502 | 6'502 | 75'601 CHF | 75'926 CHF | 99.98% | 99.98% |
11.07.2024 | 0.41% | 11.95 CHF | 12.00 CHF | 6'300 | 6'300 | 6'301 | 6'301 | 75'810 CHF | 76'125 CHF | 99.78% | 99.78% |
10.07.2024 | 0.39% | 12.42 CHF | 12.47 CHF | 6'200 | 6'200 | 6'248 | 6'248 | 79'292 CHF | 79'604 CHF | 99.99% | 99.99% |
09.07.2024 | 0.41% | 12.66 CHF | 12.71 CHF | 6'600 | 6'600 | 6'474 | 6'474 | 79'338 CHF | 79'662 CHF | 99.73% | 99.73% |
08.07.2024 | 0.42% | 12.12 CHF | 12.17 CHF | 6'600 | 6'600 | 6'601 | 6'601 | 78'942 CHF | 79'272 CHF | 99.98% | 99.98% |
05.07.2024 | 0.44% | 12.04 CHF | 12.09 CHF | 6'900 | 6'900 | 6'771 | 6'771 | 76'524 CHF | 76'862 CHF | 99.80% | 99.80% |
04.07.2024 | 0.42% | 11.63 CHF | 11.68 CHF | 6'500 | 6'500 | 6'500 | 6'500 | 76'472 CHF | 76'797 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 11.95 CHF | 12.00 CHF | 6'300 | 6'300 | 6'360 | 6'360 | 77'161 CHF | 77'479 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 12.38 CHF | 12.43 CHF | 6'300 | 6'300 | 6'325 | 6'325 | 81'032 CHF | 81'348 CHF | 99.98% | 99.98% |