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 | 0.48% | 12.65 CHF | 12.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 189'003 CHF | 189'903 CHF | 99.99% | 99.99% |
12.07.2024 | 0.48% | 12.39 CHF | 12.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 186'825 CHF | 187'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 11.88 CHF | 11.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 181'004 CHF | 181'904 CHF | 71.57% | 71.57% |
10.07.2024 | 0.49% | 12.25 CHF | 12.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 182'590 CHF | 183'490 CHF | 99.38% | 99.38% |
09.07.2024 | 0.51% | 12.40 CHF | 12.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 176'900 CHF | 177'800 CHF | 99.99% | 99.99% |
08.07.2024 | 0.51% | 11.62 CHF | 11.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 176'619 CHF | 177'519 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 11.46 CHF | 11.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'859 CHF | 172'759 CHF | 99.79% | 99.79% |
04.07.2024 | 0.52% | 11.63 CHF | 11.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 174'165 CHF | 175'065 CHF | 97.33% | 97.33% |
03.07.2024 | 0.53% | 11.18 CHF | 11.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 170'813 CHF | 171'713 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 11.78 CHF | 11.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 182'700 CHF | 183'600 CHF | 99.96% | 99.96% |