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 | 0.38% | 12.93 CHF | 12.94 CHF | 31'000 | 31'000 | 12'753 | 12'753 | 164'423 CHF | 164'839 CHF | 98.92% | 98.92% |
12.07.2024 | 0.41% | 12.77 CHF | 12.78 CHF | 31'000 | 31'000 | 12'912 | 12'912 | 160'765 CHF | 161'189 CHF | 99.82% | 99.82% |
11.07.2024 | 0.37% | 12.72 CHF | 12.73 CHF | 31'000 | 31'000 | 11'969 | 11'969 | 156'650 CHF | 157'024 CHF | 99.90% | 99.90% |
10.07.2024 | 0.38% | 13.27 CHF | 13.28 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 157'204 CHF | 157'580 CHF | 99.59% | 99.59% |
09.07.2024 | 0.37% | 13.01 CHF | 13.02 CHF | 30'000 | 30'000 | 11'890 | 11'890 | 158'408 CHF | 158'783 CHF | 100.00% | 100.00% |
08.07.2024 | 0.39% | 13.18 CHF | 13.19 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 162'687 CHF | 163'099 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 12.68 CHF | 12.69 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 160'694 CHF | 161'117 CHF | 95.44% | 95.44% |
04.07.2024 | 0.48% | 11.63 CHF | 11.67 CHF | 10'000 | 10'000 | 8'401 | 8'401 | 98'099 CHF | 98'547 CHF | 97.97% | 97.97% |
03.07.2024 | 0.37% | 11.72 CHF | 11.73 CHF | 33'000 | 33'000 | 13'893 | 13'893 | 157'774 CHF | 158'152 CHF | 97.38% | 97.38% |
02.07.2024 | 0.39% | 10.98 CHF | 10.99 CHF | 35'000 | 35'000 | 13'861 | 13'861 | 150'559 CHF | 150'932 CHF | 99.83% | 99.83% |