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 | 0.08% | 12.27 CHF | 12.28 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 964'201 CHF | 965'001 CHF | 99.99% | 99.99% |
12.07.2024 | 0.09% | 12.01 CHF | 12.02 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 935'334 CHF | 936'134 CHF | 99.95% | 99.95% |
11.07.2024 | 0.08% | 11.80 CHF | 11.81 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 962'232 CHF | 963'032 CHF | 99.66% | 99.66% |
10.07.2024 | 0.09% | 11.72 CHF | 11.73 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 934'721 CHF | 935'521 CHF | 100.00% | 100.00% |
09.07.2024 | 0.09% | 11.63 CHF | 11.64 CHF | 80'000 | 80'000 | 79'822 | 79'822 | 929'562 CHF | 930'362 CHF | 99.99% | 99.99% |
08.07.2024 | 0.09% | 11.55 CHF | 11.56 CHF | 80'000 | 80'000 | 79'869 | 79'869 | 918'251 CHF | 919'051 CHF | 98.69% | 98.69% |
05.07.2024 | 0.09% | 11.38 CHF | 11.39 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 901'153 CHF | 901'953 CHF | 99.92% | 99.92% |
04.07.2024 | 0.09% | 11.26 CHF | 11.27 CHF | 40'000 | 40'000 | 71'268 | 71'268 | 805'660 CHF | 806'372 CHF | 100.00% | 100.00% |
03.07.2024 | 0.09% | 11.18 CHF | 11.19 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 888'497 CHF | 889'297 CHF | 100.00% | 100.00% |
02.07.2024 | 0.09% | 10.84 CHF | 10.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 853'342 CHF | 854'142 CHF | 99.99% | 99.99% |