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 | 0.47% | 12.77 CHF | 12.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 190'767 CHF | 191'667 CHF | 99.99% | 99.99% |
12.07.2024 | 0.48% | 12.51 CHF | 12.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 188'587 CHF | 189'487 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 12.00 CHF | 12.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 182'767 CHF | 183'667 CHF | 71.55% | 71.55% |
10.07.2024 | 0.49% | 12.37 CHF | 12.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 184'361 CHF | 185'261 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 12.52 CHF | 12.58 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 178'627 CHF | 179'527 CHF | 99.99% | 99.99% |
08.07.2024 | 0.50% | 11.74 CHF | 11.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 178'385 CHF | 179'285 CHF | 99.99% | 99.99% |
05.07.2024 | 0.52% | 11.58 CHF | 11.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 173'633 CHF | 174'533 CHF | 99.79% | 99.79% |
04.07.2024 | 0.51% | 11.75 CHF | 11.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 175'941 CHF | 176'841 CHF | 97.33% | 97.33% |
03.07.2024 | 0.52% | 11.29 CHF | 11.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 172'594 CHF | 173'494 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 11.90 CHF | 11.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 184'479 CHF | 185'379 CHF | 99.95% | 99.95% |